CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 0.7541 0.7567 0.0026 0.3% 0.7398
High 0.7571 0.7594 0.0023 0.3% 0.7554
Low 0.7530 0.7556 0.0026 0.4% 0.7396
Close 0.7561 0.7590 0.0029 0.4% 0.7528
Range 0.0041 0.0038 -0.0003 -8.4% 0.0158
ATR 0.0054 0.0053 -0.0001 -2.1% 0.0000
Volume 2,855 3,802 947 33.2% 10,596
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7694 0.7680 0.7611
R3 0.7656 0.7642 0.7600
R2 0.7618 0.7618 0.7597
R1 0.7604 0.7604 0.7593 0.7611
PP 0.7580 0.7580 0.7580 0.7584
S1 0.7566 0.7566 0.7587 0.7573
S2 0.7542 0.7542 0.7583
S3 0.7504 0.7528 0.7580
S4 0.7466 0.7490 0.7569
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 0.7594 0.7497 0.0097 1.3% 0.0043 0.6% 96% True False 2,511
10 0.7594 0.7396 0.0198 2.6% 0.0053 0.7% 98% True False 2,194
20 0.7594 0.7368 0.0227 3.0% 0.0053 0.7% 98% True False 1,342
40 0.7700 0.7368 0.0333 4.4% 0.0054 0.7% 67% False False 875
60 0.7700 0.7368 0.0333 4.4% 0.0056 0.7% 67% False False 636
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7756
2.618 0.7693
1.618 0.7655
1.000 0.7632
0.618 0.7617
HIGH 0.7594
0.618 0.7579
0.500 0.7575
0.382 0.7571
LOW 0.7556
0.618 0.7533
1.000 0.7518
1.618 0.7495
2.618 0.7457
4.250 0.7394
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 0.7585 0.7579
PP 0.7580 0.7569
S1 0.7575 0.7558

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.