CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 0.7673 0.7608 -0.0065 -0.8% 0.7707
High 0.7682 0.7619 -0.0063 -0.8% 0.7803
Low 0.7598 0.7581 -0.0017 -0.2% 0.7673
Close 0.7599 0.7584 -0.0014 -0.2% 0.7686
Range 0.0084 0.0038 -0.0046 -54.8% 0.0130
ATR
Volume 194 72 -122 -62.9% 643
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7709 0.7684 0.7605
R3 0.7671 0.7646 0.7594
R2 0.7633 0.7633 0.7591
R1 0.7608 0.7608 0.7587 0.7602
PP 0.7595 0.7595 0.7595 0.7591
S1 0.7570 0.7570 0.7581 0.7564
S2 0.7557 0.7557 0.7577
S3 0.7519 0.7532 0.7574
S4 0.7481 0.7494 0.7563
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 0.7787 0.7581 0.0206 2.7% 0.0059 0.8% 1% False True 170
10 0.7803 0.7581 0.0222 2.9% 0.0056 0.7% 1% False True 137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7781
2.618 0.7718
1.618 0.7680
1.000 0.7657
0.618 0.7642
HIGH 0.7619
0.618 0.7604
0.500 0.7600
0.382 0.7596
LOW 0.7581
0.618 0.7558
1.000 0.7543
1.618 0.7520
2.618 0.7482
4.250 0.7419
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 0.7600 0.7632
PP 0.7595 0.7616
S1 0.7589 0.7600

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

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