CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 0.7677 0.7647 -0.0030 -0.4% 0.7558
High 0.7677 0.7673 -0.0004 -0.1% 0.7735
Low 0.7642 0.7635 -0.0007 -0.1% 0.7465
Close 0.7658 0.7669 0.0011 0.1% 0.7677
Range 0.0035 0.0038 0.0003 8.6% 0.0270
ATR 0.0074 0.0072 -0.0003 -3.5% 0.0000
Volume 17 42 25 147.1% 818
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7773 0.7759 0.7690
R3 0.7735 0.7721 0.7679
R2 0.7697 0.7697 0.7676
R1 0.7683 0.7683 0.7672 0.7690
PP 0.7659 0.7659 0.7659 0.7663
S1 0.7645 0.7645 0.7666 0.7652
S2 0.7621 0.7621 0.7662
S3 0.7583 0.7607 0.7659
S4 0.7545 0.7569 0.7648
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 0.7476 0.0259 3.4% 0.0077 1.0% 75% False False 151
10 0.7735 0.7450 0.0285 3.7% 0.0073 1.0% 77% False False 125
20 0.7735 0.7222 0.0513 6.7% 0.0065 0.8% 87% False False 87
40 0.7735 0.6993 0.0742 9.7% 0.0065 0.8% 91% False False 57
60 0.7735 0.6842 0.0893 11.6% 0.0055 0.7% 93% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7835
2.618 0.7772
1.618 0.7734
1.000 0.7711
0.618 0.7696
HIGH 0.7673
0.618 0.7658
0.500 0.7654
0.382 0.7650
LOW 0.7635
0.618 0.7612
1.000 0.7597
1.618 0.7574
2.618 0.7536
4.250 0.7474
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 0.7664 0.7685
PP 0.7659 0.7680
S1 0.7654 0.7674

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

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