CME Canadian Dollar Future December 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 0.7659 0.7656 -0.0003 0.0% 0.7559
High 0.7667 0.7674 0.0007 0.1% 0.7730
Low 0.7659 0.7630 -0.0029 -0.4% 0.7479
Close 0.7661 0.7673 0.0012 0.2% 0.7681
Range 0.0008 0.0044 0.0036 450.1% 0.0251
ATR 0.0067 0.0065 -0.0002 -2.4% 0.0000
Volume 12 42 30 250.0% 183
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7791 0.7776 0.7697
R3 0.7747 0.7732 0.7685
R2 0.7703 0.7703 0.7681
R1 0.7688 0.7688 0.7677 0.7696
PP 0.7659 0.7659 0.7659 0.7663
S1 0.7644 0.7644 0.7669 0.7652
S2 0.7615 0.7615 0.7665
S3 0.7571 0.7600 0.7661
S4 0.7527 0.7556 0.7649
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8383 0.8283 0.7819
R3 0.8132 0.8032 0.7750
R2 0.7881 0.7881 0.7727
R1 0.7781 0.7781 0.7704 0.7831
PP 0.7630 0.7630 0.7630 0.7655
S1 0.7530 0.7530 0.7658 0.7580
S2 0.7379 0.7379 0.7635
S3 0.7128 0.7279 0.7612
S4 0.6877 0.7028 0.7543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7730 0.7488 0.0242 3.2% 0.0065 0.8% 76% False False 37
10 0.7730 0.7469 0.0261 3.4% 0.0062 0.8% 78% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7861
2.618 0.7789
1.618 0.7745
1.000 0.7718
0.618 0.7701
HIGH 0.7674
0.618 0.7657
0.500 0.7652
0.382 0.7647
LOW 0.7630
0.618 0.7603
1.000 0.7586
1.618 0.7559
2.618 0.7515
4.250 0.7443
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 0.7666 0.7680
PP 0.7659 0.7678
S1 0.7652 0.7675

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

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