CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 0.7510 0.7488 -0.0022 -0.3% 0.7508
High 0.7510 0.7636 0.0126 1.7% 0.7600
Low 0.7479 0.7488 0.0009 0.1% 0.7469
Close 0.7499 0.7607 0.0108 1.4% 0.7571
Range 0.0031 0.0148 0.0117 377.4% 0.0131
ATR
Volume 18 67 49 272.2% 370
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8021 0.7962 0.7688
R3 0.7873 0.7814 0.7648
R2 0.7725 0.7725 0.7634
R1 0.7666 0.7666 0.7621 0.7696
PP 0.7577 0.7577 0.7577 0.7592
S1 0.7518 0.7518 0.7593 0.7548
S2 0.7429 0.7429 0.7580
S3 0.7281 0.7370 0.7566
S4 0.7133 0.7222 0.7526
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7940 0.7886 0.7643
R3 0.7809 0.7755 0.7607
R2 0.7678 0.7678 0.7595
R1 0.7624 0.7624 0.7583 0.7651
PP 0.7547 0.7547 0.7547 0.7560
S1 0.7493 0.7493 0.7559 0.7520
S2 0.7416 0.7416 0.7547
S3 0.7285 0.7362 0.7535
S4 0.7154 0.7231 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7636 0.7469 0.0167 2.2% 0.0071 0.9% 83% True False 37
10 0.7636 0.7452 0.0184 2.4% 0.0058 0.8% 84% True False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8265
2.618 0.8023
1.618 0.7875
1.000 0.7784
0.618 0.7727
HIGH 0.7636
0.618 0.7579
0.500 0.7562
0.382 0.7545
LOW 0.7488
0.618 0.7397
1.000 0.7340
1.618 0.7249
2.618 0.7101
4.250 0.6859
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 0.7592 0.7591
PP 0.7577 0.7574
S1 0.7562 0.7558

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

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