CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 0.7398 0.7468 0.0070 0.9% 0.7415
High 0.7473 0.7471 -0.0002 0.0% 0.7483
Low 0.7396 0.7428 0.0032 0.4% 0.7398
Close 0.7462 0.7464 0.0002 0.0% 0.7406
Range 0.0077 0.0043 -0.0034 -44.2% 0.0085
ATR 0.0056 0.0055 -0.0001 -1.6% 0.0000
Volume 1,470 1,964 494 33.6% 1,988
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7583 0.7566 0.7487
R3 0.7540 0.7523 0.7475
R2 0.7497 0.7497 0.7471
R1 0.7480 0.7480 0.7467 0.7467
PP 0.7454 0.7454 0.7454 0.7448
S1 0.7437 0.7437 0.7460 0.7424
S2 0.7411 0.7411 0.7456
S3 0.7368 0.7394 0.7452
S4 0.7325 0.7351 0.7440
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7682 0.7629 0.7452
R3 0.7598 0.7544 0.7429
R2 0.7513 0.7513 0.7421
R1 0.7460 0.7460 0.7414 0.7444
PP 0.7429 0.7429 0.7429 0.7421
S1 0.7375 0.7375 0.7398 0.7360
S2 0.7344 0.7344 0.7391
S3 0.7260 0.7291 0.7383
S4 0.7175 0.7206 0.7360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7483 0.7396 0.0087 1.2% 0.0052 0.7% 78% False False 996
10 0.7483 0.7382 0.0100 1.3% 0.0055 0.7% 81% False False 735
20 0.7547 0.7368 0.0179 2.4% 0.0054 0.7% 54% False False 658
40 0.7700 0.7368 0.0333 4.5% 0.0054 0.7% 29% False False 469
60 0.7803 0.7368 0.0435 5.8% 0.0057 0.8% 22% False False 361
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7654
2.618 0.7584
1.618 0.7541
1.000 0.7514
0.618 0.7498
HIGH 0.7471
0.618 0.7455
0.500 0.7450
0.382 0.7444
LOW 0.7428
0.618 0.7401
1.000 0.7385
1.618 0.7358
2.618 0.7315
4.250 0.7245
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 0.7459 0.7454
PP 0.7454 0.7444
S1 0.7450 0.7435

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

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