CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 0.7552 0.7580 0.0028 0.4% 0.7659
High 0.7560 0.7600 0.0040 0.5% 0.7674
Low 0.7532 0.7580 0.0048 0.6% 0.7532
Close 0.7552 0.7594 0.0042 0.6% 0.7552
Range 0.0028 0.0020 -0.0008 -28.6% 0.0142
ATR 0.0066 0.0065 -0.0001 -1.9% 0.0000
Volume 59 9 -50 -84.7% 169
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7651 0.7643 0.7605
R3 0.7631 0.7623 0.7600
R2 0.7611 0.7611 0.7598
R1 0.7603 0.7603 0.7596 0.7607
PP 0.7591 0.7591 0.7591 0.7594
S1 0.7583 0.7583 0.7592 0.7587
S2 0.7571 0.7571 0.7590
S3 0.7551 0.7563 0.7589
S4 0.7531 0.7543 0.7583
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8012 0.7924 0.7630
R3 0.7870 0.7782 0.7591
R2 0.7728 0.7728 0.7578
R1 0.7640 0.7640 0.7565 0.7613
PP 0.7586 0.7586 0.7586 0.7573
S1 0.7498 0.7498 0.7539 0.7471
S2 0.7444 0.7444 0.7526
S3 0.7302 0.7356 0.7513
S4 0.7160 0.7214 0.7474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7674 0.7532 0.0142 1.9% 0.0024 0.3% 44% False False 35
10 0.7730 0.7479 0.0251 3.3% 0.0046 0.6% 46% False False 36
Crabel Price Patterns
NR True
NR4 True
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7685
2.618 0.7652
1.618 0.7632
1.000 0.7620
0.618 0.7612
HIGH 0.7600
0.618 0.7592
0.500 0.7590
0.382 0.7588
LOW 0.7580
0.618 0.7568
1.000 0.7560
1.618 0.7548
2.618 0.7528
4.250 0.7495
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 0.7593 0.7585
PP 0.7591 0.7575
S1 0.7590 0.7566

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

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