CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 0.7583 0.7690 0.0107 1.4% 0.7677
High 0.7660 0.7742 0.0082 1.1% 0.7677
Low 0.7574 0.7688 0.0114 1.5% 0.7529
Close 0.7658 0.7716 0.0058 0.8% 0.7547
Range 0.0086 0.0054 -0.0032 -37.2% 0.0148
ATR 0.0071 0.0072 0.0001 1.3% 0.0000
Volume 75 148 73 97.3% 318
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7877 0.7851 0.7746
R3 0.7823 0.7797 0.7731
R2 0.7769 0.7769 0.7726
R1 0.7743 0.7743 0.7721 0.7756
PP 0.7715 0.7715 0.7715 0.7722
S1 0.7689 0.7689 0.7711 0.7702
S2 0.7661 0.7661 0.7706
S3 0.7607 0.7635 0.7701
S4 0.7553 0.7581 0.7686
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 0.7742 0.7529 0.0213 2.8% 0.0065 0.8% 88% True False 101
10 0.7742 0.7476 0.0266 3.4% 0.0071 0.9% 90% True False 126
20 0.7742 0.7417 0.0325 4.2% 0.0067 0.9% 92% True False 104
40 0.7742 0.7112 0.0630 8.2% 0.0065 0.8% 96% True False 64
60 0.7742 0.6842 0.0900 11.7% 0.0059 0.8% 97% True False 76
80 0.7742 0.6842 0.0900 11.7% 0.0047 0.6% 97% True False 59
Crabel Price Patterns
NR True
NR4 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7972
2.618 0.7883
1.618 0.7829
1.000 0.7796
0.618 0.7775
HIGH 0.7742
0.618 0.7721
0.500 0.7715
0.382 0.7709
LOW 0.7688
0.618 0.7655
1.000 0.7634
1.618 0.7601
2.618 0.7547
4.250 0.7459
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 0.7716 0.7691
PP 0.7715 0.7667
S1 0.7715 0.7642

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

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