CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 0.7500 0.7488 -0.0012 -0.2% 0.7465
High 0.7502 0.7535 0.0033 0.4% 0.7498
Low 0.7462 0.7476 0.0014 0.2% 0.7436
Close 0.7490 0.7517 0.0027 0.4% 0.7466
Range 0.0040 0.0059 0.0019 49.4% 0.0063
ATR 0.0048 0.0049 0.0001 1.6% 0.0000
Volume 371 324 -47 -12.7% 1,523
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7686 0.7660 0.7549
R3 0.7627 0.7601 0.7533
R2 0.7568 0.7568 0.7527
R1 0.7542 0.7542 0.7522 0.7555
PP 0.7509 0.7509 0.7509 0.7516
S1 0.7483 0.7483 0.7511 0.7496
S2 0.7450 0.7450 0.7506
S3 0.7391 0.7424 0.7500
S4 0.7332 0.7365 0.7484
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7654 0.7623 0.7500
R3 0.7592 0.7560 0.7483
R2 0.7529 0.7529 0.7477
R1 0.7498 0.7498 0.7472 0.7513
PP 0.7467 0.7467 0.7467 0.7474
S1 0.7435 0.7435 0.7460 0.7451
S2 0.7404 0.7404 0.7455
S3 0.7342 0.7373 0.7449
S4 0.7279 0.7310 0.7432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7535 0.7436 0.0100 1.3% 0.0040 0.5% 81% True False 375
10 0.7535 0.7436 0.0100 1.3% 0.0037 0.5% 81% True False 333
20 0.7700 0.7436 0.0265 3.5% 0.0049 0.6% 31% False False 313
40 0.7700 0.7436 0.0265 3.5% 0.0054 0.7% 31% False False 235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7689
1.618 0.7630
1.000 0.7594
0.618 0.7571
HIGH 0.7535
0.618 0.7512
0.500 0.7506
0.382 0.7499
LOW 0.7476
0.618 0.7440
1.000 0.7417
1.618 0.7381
2.618 0.7322
4.250 0.7225
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 0.7513 0.7506
PP 0.7509 0.7496
S1 0.7506 0.7485

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.