CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 0.7542 0.7583 0.0041 0.5% 0.7677
High 0.7589 0.7660 0.0071 0.9% 0.7677
Low 0.7542 0.7574 0.0032 0.4% 0.7529
Close 0.7589 0.7658 0.0069 0.9% 0.7547
Range 0.0047 0.0086 0.0039 83.0% 0.0148
ATR 0.0070 0.0071 0.0001 1.7% 0.0000
Volume 24 75 51 212.5% 318
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7889 0.7859 0.7705
R3 0.7803 0.7773 0.7682
R2 0.7717 0.7717 0.7674
R1 0.7687 0.7687 0.7666 0.7702
PP 0.7631 0.7631 0.7631 0.7638
S1 0.7601 0.7601 0.7650 0.7616
S2 0.7545 0.7545 0.7642
S3 0.7459 0.7515 0.7634
S4 0.7373 0.7429 0.7611
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 0.7673 0.7529 0.0144 1.9% 0.0062 0.8% 90% False False 80
10 0.7735 0.7465 0.0270 3.5% 0.0069 0.9% 71% False False 116
20 0.7735 0.7396 0.0339 4.4% 0.0068 0.9% 77% False False 98
40 0.7735 0.7112 0.0623 8.1% 0.0065 0.8% 88% False False 61
60 0.7735 0.6842 0.0893 11.7% 0.0058 0.8% 91% False False 73
80 0.7735 0.6842 0.0893 11.7% 0.0047 0.6% 91% False False 58
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8026
2.618 0.7885
1.618 0.7799
1.000 0.7746
0.618 0.7713
HIGH 0.7660
0.618 0.7627
0.500 0.7617
0.382 0.7607
LOW 0.7574
0.618 0.7521
1.000 0.7488
1.618 0.7435
2.618 0.7349
4.250 0.7209
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 0.7644 0.7637
PP 0.7631 0.7616
S1 0.7617 0.7595

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

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