CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 0.7613 0.7563 -0.0050 -0.7% 0.7611
High 0.7629 0.7569 -0.0060 -0.8% 0.7700
Low 0.7567 0.7497 -0.0069 -0.9% 0.7497
Close 0.7571 0.7506 -0.0065 -0.9% 0.7506
Range 0.0062 0.0071 0.0009 15.3% 0.0203
ATR 0.0062 0.0062 0.0001 1.4% 0.0000
Volume 120 561 441 367.5% 1,120
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7738 0.7693 0.7545
R3 0.7667 0.7622 0.7525
R2 0.7595 0.7595 0.7519
R1 0.7550 0.7550 0.7512 0.7537
PP 0.7524 0.7524 0.7524 0.7517
S1 0.7479 0.7479 0.7499 0.7466
S2 0.7452 0.7452 0.7492
S3 0.7381 0.7407 0.7486
S4 0.7309 0.7336 0.7466
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8176 0.8044 0.7617
R3 0.7973 0.7841 0.7561
R2 0.7770 0.7770 0.7543
R1 0.7638 0.7638 0.7524 0.7603
PP 0.7568 0.7568 0.7568 0.7550
S1 0.7435 0.7435 0.7487 0.7400
S2 0.7365 0.7365 0.7468
S3 0.7162 0.7232 0.7450
S4 0.6959 0.7029 0.7394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7700 0.7497 0.0203 2.7% 0.0064 0.9% 4% False True 224
10 0.7700 0.7497 0.0203 2.7% 0.0064 0.8% 4% False True 204
20 0.7700 0.7497 0.0203 2.7% 0.0062 0.8% 4% False True 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7872
2.618 0.7756
1.618 0.7684
1.000 0.7640
0.618 0.7613
HIGH 0.7569
0.618 0.7541
0.500 0.7533
0.382 0.7524
LOW 0.7497
0.618 0.7453
1.000 0.7426
1.618 0.7381
2.618 0.7310
4.250 0.7193
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 0.7533 0.7596
PP 0.7524 0.7566
S1 0.7515 0.7536

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.