CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 0.7459 0.7524 0.0065 0.9% 0.7398
High 0.7527 0.7554 0.0027 0.4% 0.7554
Low 0.7452 0.7518 0.0066 0.9% 0.7396
Close 0.7515 0.7528 0.0013 0.2% 0.7528
Range 0.0075 0.0036 -0.0040 -52.7% 0.0158
ATR 0.0058 0.0056 -0.0001 -2.3% 0.0000
Volume 2,851 1,956 -895 -31.4% 10,596
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7640 0.7619 0.7548
R3 0.7604 0.7584 0.7538
R2 0.7569 0.7569 0.7535
R1 0.7548 0.7548 0.7531 0.7559
PP 0.7533 0.7533 0.7533 0.7538
S1 0.7513 0.7513 0.7525 0.7523
S2 0.7498 0.7498 0.7521
S3 0.7462 0.7477 0.7518
S4 0.7427 0.7442 0.7508
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7965 0.7904 0.7615
R3 0.7808 0.7747 0.7571
R2 0.7650 0.7650 0.7557
R1 0.7589 0.7589 0.7542 0.7620
PP 0.7493 0.7493 0.7493 0.7508
S1 0.7432 0.7432 0.7514 0.7462
S2 0.7335 0.7335 0.7499
S3 0.7178 0.7274 0.7485
S4 0.7020 0.7117 0.7441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7554 0.7396 0.0158 2.1% 0.0061 0.8% 84% True False 2,119
10 0.7554 0.7382 0.0171 2.3% 0.0055 0.7% 85% True False 1,294
20 0.7554 0.7368 0.0186 2.5% 0.0059 0.8% 86% True False 988
40 0.7700 0.7368 0.0333 4.4% 0.0055 0.7% 48% False False 626
60 0.7752 0.7368 0.0384 5.1% 0.0057 0.8% 42% False False 470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0010
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7704
2.618 0.7646
1.618 0.7611
1.000 0.7589
0.618 0.7575
HIGH 0.7554
0.618 0.7540
0.500 0.7536
0.382 0.7532
LOW 0.7518
0.618 0.7496
1.000 0.7483
1.618 0.7461
2.618 0.7425
4.250 0.7367
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 0.7536 0.7517
PP 0.7533 0.7507
S1 0.7531 0.7496

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

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