CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 0.7456 0.7459 0.0003 0.0% 0.7415
High 0.7512 0.7527 0.0015 0.2% 0.7483
Low 0.7438 0.7452 0.0014 0.2% 0.7398
Close 0.7459 0.7515 0.0056 0.8% 0.7406
Range 0.0074 0.0075 0.0001 1.4% 0.0085
ATR 0.0056 0.0058 0.0001 2.4% 0.0000
Volume 2,355 2,851 496 21.1% 1,988
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7723 0.7694 0.7556
R3 0.7648 0.7619 0.7535
R2 0.7573 0.7573 0.7528
R1 0.7544 0.7544 0.7521 0.7558
PP 0.7498 0.7498 0.7498 0.7505
S1 0.7469 0.7469 0.7508 0.7483
S2 0.7423 0.7423 0.7501
S3 0.7348 0.7394 0.7494
S4 0.7273 0.7319 0.7473
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 0.7527 0.7396 0.0131 1.7% 0.0062 0.8% 91% True False 1,878
10 0.7527 0.7382 0.0145 1.9% 0.0058 0.8% 92% True False 1,173
20 0.7547 0.7368 0.0179 2.4% 0.0058 0.8% 82% False False 898
40 0.7700 0.7368 0.0333 4.4% 0.0055 0.7% 44% False False 580
60 0.7787 0.7368 0.0419 5.6% 0.0057 0.8% 35% False False 441
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7723
1.618 0.7648
1.000 0.7602
0.618 0.7573
HIGH 0.7527
0.618 0.7498
0.500 0.7489
0.382 0.7480
LOW 0.7452
0.618 0.7405
1.000 0.7377
1.618 0.7330
2.618 0.7255
4.250 0.7133
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 0.7506 0.7502
PP 0.7498 0.7490
S1 0.7489 0.7477

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

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