CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 0.7463 0.7450 -0.0012 -0.2% 0.7403
High 0.7483 0.7457 -0.0025 -0.3% 0.7471
Low 0.7435 0.7407 -0.0029 -0.4% 0.7368
Close 0.7450 0.7421 -0.0029 -0.4% 0.7413
Range 0.0047 0.0051 0.0003 6.3% 0.0104
ATR 0.0055 0.0055 0.0000 -0.6% 0.0000
Volume 340 457 117 34.4% 2,211
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7580 0.7551 0.7449
R3 0.7529 0.7500 0.7435
R2 0.7479 0.7479 0.7430
R1 0.7450 0.7450 0.7426 0.7439
PP 0.7428 0.7428 0.7428 0.7423
S1 0.7399 0.7399 0.7416 0.7389
S2 0.7378 0.7378 0.7412
S3 0.7327 0.7349 0.7407
S4 0.7277 0.7298 0.7393
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7728 0.7674 0.7469
R3 0.7624 0.7570 0.7441
R2 0.7521 0.7521 0.7431
R1 0.7467 0.7467 0.7422 0.7494
PP 0.7417 0.7417 0.7417 0.7431
S1 0.7363 0.7363 0.7403 0.7390
S2 0.7314 0.7314 0.7394
S3 0.7210 0.7260 0.7384
S4 0.7107 0.7156 0.7356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7483 0.7382 0.0100 1.4% 0.0054 0.7% 39% False False 468
10 0.7483 0.7368 0.0115 1.5% 0.0054 0.7% 47% False False 490
20 0.7547 0.7368 0.0179 2.4% 0.0051 0.7% 30% False False 502
40 0.7700 0.7368 0.0333 4.5% 0.0054 0.7% 16% False False 370
60 0.7803 0.7368 0.0435 5.9% 0.0056 0.8% 12% False False 293
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7589
1.618 0.7539
1.000 0.7508
0.618 0.7488
HIGH 0.7457
0.618 0.7438
0.500 0.7432
0.382 0.7426
LOW 0.7407
0.618 0.7375
1.000 0.7356
1.618 0.7325
2.618 0.7274
4.250 0.7192
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 0.7432 0.7445
PP 0.7428 0.7437
S1 0.7425 0.7429

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

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