CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 0.7589 0.7552 -0.0037 -0.5% 0.7559
High 0.7594 0.7560 -0.0034 -0.4% 0.7730
Low 0.7573 0.7532 -0.0041 -0.5% 0.7479
Close 0.7577 0.7552 -0.0025 -0.3% 0.7681
Range 0.0021 0.0028 0.0007 33.3% 0.0251
ATR 0.0068 0.0066 -0.0002 -2.4% 0.0000
Volume 56 59 3 5.4% 183
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7632 0.7620 0.7567
R3 0.7604 0.7592 0.7560
R2 0.7576 0.7576 0.7557
R1 0.7564 0.7564 0.7555 0.7566
PP 0.7548 0.7548 0.7548 0.7549
S1 0.7536 0.7536 0.7549 0.7538
S2 0.7520 0.7520 0.7547
S3 0.7492 0.7508 0.7544
S4 0.7464 0.7480 0.7537
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 0.7532 0.0198 2.6% 0.0030 0.4% 10% False True 43
10 0.7730 0.7479 0.0251 3.3% 0.0051 0.7% 29% False False 40
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7679
2.618 0.7633
1.618 0.7605
1.000 0.7588
0.618 0.7577
HIGH 0.7560
0.618 0.7549
0.500 0.7546
0.382 0.7543
LOW 0.7532
0.618 0.7515
1.000 0.7504
1.618 0.7487
2.618 0.7459
4.250 0.7413
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 0.7550 0.7603
PP 0.7548 0.7586
S1 0.7546 0.7569

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

View Archives - Comment on this page... - Back to Index of Symbols