CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 0.7580 0.7609 0.0029 0.4% 0.7659
High 0.7600 0.7662 0.0062 0.8% 0.7674
Low 0.7580 0.7584 0.0004 0.1% 0.7532
Close 0.7594 0.7662 0.0068 0.9% 0.7552
Range 0.0020 0.0078 0.0058 290.0% 0.0142
ATR 0.0065 0.0066 0.0001 1.5% 0.0000
Volume 9 53 44 488.9% 169
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7870 0.7844 0.7705
R3 0.7792 0.7766 0.7683
R2 0.7714 0.7714 0.7676
R1 0.7688 0.7688 0.7669 0.7701
PP 0.7636 0.7636 0.7636 0.7643
S1 0.7610 0.7610 0.7655 0.7623
S2 0.7558 0.7558 0.7648
S3 0.7480 0.7532 0.7641
S4 0.7402 0.7454 0.7619
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% 0.0038 0.5% 92% False False 43
10 0.7730 0.7479 0.0251 3.3% 0.0050 0.7% 73% False False 38
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 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7994
2.618 0.7866
1.618 0.7788
1.000 0.7740
0.618 0.7710
HIGH 0.7662
0.618 0.7632
0.500 0.7623
0.382 0.7614
LOW 0.7584
0.618 0.7536
1.000 0.7506
1.618 0.7458
2.618 0.7380
4.250 0.7253
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 0.7649 0.7640
PP 0.7636 0.7619
S1 0.7623 0.7597

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

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