CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 0.7695 0.7677 -0.0018 -0.2% 0.7558
High 0.7735 0.7677 -0.0058 -0.7% 0.7735
Low 0.7677 0.7642 -0.0035 -0.5% 0.7465
Close 0.7677 0.7658 -0.0019 -0.2% 0.7677
Range 0.0058 0.0035 -0.0023 -39.7% 0.0270
ATR 0.0077 0.0074 -0.0003 -3.9% 0.0000
Volume 123 17 -106 -86.2% 818
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7764 0.7746 0.7677
R3 0.7729 0.7711 0.7668
R2 0.7694 0.7694 0.7664
R1 0.7676 0.7676 0.7661 0.7668
PP 0.7659 0.7659 0.7659 0.7655
S1 0.7641 0.7641 0.7655 0.7632
S2 0.7624 0.7624 0.7652
S3 0.7589 0.7606 0.7648
S4 0.7554 0.7571 0.7639
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8436 0.8326 0.7826
R3 0.8166 0.8056 0.7751
R2 0.7896 0.7896 0.7727
R1 0.7786 0.7786 0.7702 0.7841
PP 0.7626 0.7626 0.7626 0.7653
S1 0.7516 0.7516 0.7652 0.7571
S2 0.7356 0.7356 0.7628
S3 0.7086 0.7246 0.7603
S4 0.6816 0.6976 0.7529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7735 0.7465 0.0270 3.5% 0.0076 1.0% 71% False False 152
10 0.7735 0.7450 0.0285 3.7% 0.0076 1.0% 73% False False 137
20 0.7735 0.7222 0.0513 6.7% 0.0065 0.9% 85% False False 86
40 0.7735 0.6993 0.0742 9.7% 0.0065 0.9% 90% False False 56
60 0.7735 0.6842 0.0893 11.7% 0.0054 0.7% 91% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7769
1.618 0.7734
1.000 0.7712
0.618 0.7699
HIGH 0.7677
0.618 0.7664
0.500 0.7660
0.382 0.7655
LOW 0.7642
0.618 0.7620
1.000 0.7607
1.618 0.7585
2.618 0.7550
4.250 0.7493
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 0.7660 0.7683
PP 0.7659 0.7675
S1 0.7659 0.7666

These figures are updated between 7pm and 10pm EST after a trading day.

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