CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 0.7580 0.7598 0.0018 0.2% 0.7670
High 0.7593 0.7641 0.0048 0.6% 0.7682
Low 0.7563 0.7550 -0.0012 -0.2% 0.7559
Close 0.7577 0.7612 0.0035 0.5% 0.7577
Range 0.0030 0.0090 0.0060 201.7% 0.0124
ATR 0.0051 0.0054 0.0003 5.4% 0.0000
Volume 307 88 -219 -71.3% 963
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7872 0.7832 0.7661
R3 0.7782 0.7742 0.7636
R2 0.7691 0.7691 0.7628
R1 0.7651 0.7651 0.7620 0.7671
PP 0.7601 0.7601 0.7601 0.7611
S1 0.7561 0.7561 0.7603 0.7581
S2 0.7510 0.7510 0.7595
S3 0.7420 0.7470 0.7587
S4 0.7329 0.7380 0.7562
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7976 0.7900 0.7644
R3 0.7853 0.7776 0.7610
R2 0.7729 0.7729 0.7599
R1 0.7653 0.7653 0.7588 0.7629
PP 0.7606 0.7606 0.7606 0.7594
S1 0.7529 0.7529 0.7565 0.7506
S2 0.7482 0.7482 0.7554
S3 0.7359 0.7406 0.7543
S4 0.7235 0.7282 0.7509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7641 0.7550 0.0090 1.2% 0.0054 0.7% 68% True True 160
10 0.7787 0.7550 0.0236 3.1% 0.0056 0.7% 26% False True 165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8025
2.618 0.7877
1.618 0.7787
1.000 0.7731
0.618 0.7696
HIGH 0.7641
0.618 0.7606
0.500 0.7595
0.382 0.7585
LOW 0.7550
0.618 0.7494
1.000 0.7460
1.618 0.7404
2.618 0.7313
4.250 0.7165
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 0.7606 0.7606
PP 0.7601 0.7601
S1 0.7595 0.7595

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

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