CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 0.7524 0.7508 -0.0016 -0.2% 0.7398
High 0.7554 0.7564 0.0010 0.1% 0.7554
Low 0.7518 0.7497 -0.0021 -0.3% 0.7396
Close 0.7528 0.7547 0.0019 0.2% 0.7528
Range 0.0036 0.0066 0.0031 87.3% 0.0158
ATR 0.0056 0.0057 0.0001 1.3% 0.0000
Volume 1,956 2,051 95 4.9% 10,596
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7735 0.7707 0.7583
R3 0.7669 0.7641 0.7565
R2 0.7602 0.7602 0.7559
R1 0.7574 0.7574 0.7553 0.7588
PP 0.7536 0.7536 0.7536 0.7543
S1 0.7508 0.7508 0.7540 0.7522
S2 0.7469 0.7469 0.7534
S3 0.7403 0.7441 0.7528
S4 0.7336 0.7375 0.7510
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 0.7564 0.7428 0.0136 1.8% 0.0059 0.8% 87% True False 2,235
10 0.7564 0.7396 0.0168 2.2% 0.0058 0.8% 90% True False 1,463
20 0.7564 0.7368 0.0196 2.6% 0.0060 0.8% 91% True False 1,049
40 0.7700 0.7368 0.0333 4.4% 0.0055 0.7% 54% False False 672
60 0.7700 0.7368 0.0333 4.4% 0.0057 0.7% 54% False False 503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7846
2.618 0.7738
1.618 0.7671
1.000 0.7630
0.618 0.7605
HIGH 0.7564
0.618 0.7538
0.500 0.7530
0.382 0.7522
LOW 0.7497
0.618 0.7456
1.000 0.7431
1.618 0.7389
2.618 0.7323
4.250 0.7214
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 0.7541 0.7534
PP 0.7536 0.7521
S1 0.7530 0.7508

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

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