CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 0.7670 0.7673 0.0003 0.0% 0.7707
High 0.7679 0.7682 0.0003 0.0% 0.7803
Low 0.7630 0.7598 -0.0032 -0.4% 0.7673
Close 0.7675 0.7599 -0.0077 -1.0% 0.7686
Range 0.0049 0.0084 0.0035 71.4% 0.0130
ATR
Volume 334 194 -140 -41.9% 643
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7878 0.7822 0.7645
R3 0.7794 0.7738 0.7622
R2 0.7710 0.7710 0.7614
R1 0.7654 0.7654 0.7606 0.7640
PP 0.7626 0.7626 0.7626 0.7619
S1 0.7570 0.7570 0.7591 0.7556
S2 0.7542 0.7542 0.7583
S3 0.7458 0.7486 0.7575
S4 0.7374 0.7402 0.7552
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8109 0.8027 0.7757
R3 0.7979 0.7897 0.7721
R2 0.7850 0.7850 0.7709
R1 0.7768 0.7768 0.7697 0.7744
PP 0.7720 0.7720 0.7720 0.7709
S1 0.7638 0.7638 0.7674 0.7615
S2 0.7591 0.7591 0.7662
S3 0.7461 0.7509 0.7650
S4 0.7332 0.7379 0.7614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7803 0.7598 0.0205 2.7% 0.0061 0.8% 0% False True 193
10 0.7803 0.7598 0.0205 2.7% 0.0057 0.8% 0% False True 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8039
2.618 0.7902
1.618 0.7818
1.000 0.7766
0.618 0.7734
HIGH 0.7682
0.618 0.7650
0.500 0.7640
0.382 0.7630
LOW 0.7598
0.618 0.7546
1.000 0.7514
1.618 0.7462
2.618 0.7378
4.250 0.7241
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 0.7640 0.7675
PP 0.7626 0.7649
S1 0.7612 0.7624

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

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