CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 0.7571 0.7542 -0.0029 -0.4% 0.7677
High 0.7573 0.7589 0.0016 0.2% 0.7677
Low 0.7529 0.7542 0.0013 0.2% 0.7529
Close 0.7547 0.7589 0.0042 0.6% 0.7547
Range 0.0044 0.0047 0.0003 6.8% 0.0148
ATR 0.0071 0.0070 -0.0002 -2.4% 0.0000
Volume 212 24 -188 -88.7% 318
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7714 0.7699 0.7615
R3 0.7667 0.7652 0.7602
R2 0.7620 0.7620 0.7598
R1 0.7605 0.7605 0.7593 0.7613
PP 0.7573 0.7573 0.7573 0.7577
S1 0.7558 0.7558 0.7585 0.7566
S2 0.7526 0.7526 0.7580
S3 0.7479 0.7511 0.7576
S4 0.7432 0.7464 0.7563
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8028 0.7936 0.7628
R3 0.7880 0.7788 0.7588
R2 0.7732 0.7732 0.7574
R1 0.7640 0.7640 0.7561 0.7612
PP 0.7584 0.7584 0.7584 0.7571
S1 0.7492 0.7492 0.7533 0.7464
S2 0.7436 0.7436 0.7520
S3 0.7288 0.7344 0.7506
S4 0.7140 0.7196 0.7466
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7677 0.7529 0.0148 2.0% 0.0052 0.7% 41% False False 68
10 0.7735 0.7465 0.0270 3.6% 0.0064 0.8% 46% False False 116
20 0.7735 0.7388 0.0347 4.6% 0.0065 0.9% 58% False False 96
40 0.7735 0.7100 0.0635 8.4% 0.0064 0.8% 77% False False 60
60 0.7735 0.6842 0.0893 11.8% 0.0058 0.8% 84% False False 72
80 0.7735 0.6842 0.0893 11.8% 0.0046 0.6% 84% False False 57
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7789
2.618 0.7712
1.618 0.7665
1.000 0.7636
0.618 0.7618
HIGH 0.7589
0.618 0.7571
0.500 0.7566
0.382 0.7560
LOW 0.7542
0.618 0.7513
1.000 0.7495
1.618 0.7466
2.618 0.7419
4.250 0.7342
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 0.7581 0.7597
PP 0.7573 0.7594
S1 0.7566 0.7592

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

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