CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 0.7608 0.7586 -0.0022 -0.3% 0.7707
High 0.7619 0.7621 0.0002 0.0% 0.7803
Low 0.7581 0.7570 -0.0012 -0.2% 0.7673
Close 0.7584 0.7610 0.0025 0.3% 0.7686
Range 0.0038 0.0052 0.0013 35.5% 0.0130
ATR
Volume 72 169 97 134.7% 643
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7755 0.7734 0.7638
R3 0.7703 0.7682 0.7624
R2 0.7652 0.7652 0.7619
R1 0.7631 0.7631 0.7614 0.7641
PP 0.7600 0.7600 0.7600 0.7605
S1 0.7579 0.7579 0.7605 0.7590
S2 0.7549 0.7549 0.7600
S3 0.7497 0.7528 0.7595
S4 0.7446 0.7476 0.7581
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 0.7752 0.7570 0.0182 2.4% 0.0060 0.8% 22% False True 168
10 0.7803 0.7570 0.0233 3.1% 0.0059 0.8% 17% False True 147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7756
1.618 0.7704
1.000 0.7673
0.618 0.7653
HIGH 0.7621
0.618 0.7601
0.500 0.7595
0.382 0.7589
LOW 0.7570
0.618 0.7538
1.000 0.7518
1.618 0.7486
2.618 0.7435
4.250 0.7351
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 0.7605 0.7626
PP 0.7600 0.7620
S1 0.7595 0.7615

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

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