CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 0.7507 0.7467 -0.0041 -0.5% 0.7618
High 0.7518 0.7494 -0.0025 -0.3% 0.7655
Low 0.7459 0.7453 -0.0007 -0.1% 0.7463
Close 0.7463 0.7487 0.0024 0.3% 0.7498
Range 0.0059 0.0041 -0.0018 -30.5% 0.0192
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 41,041 43,011 1,970 4.8% 227,741
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7601 0.7585 0.7510
R3 0.7560 0.7544 0.7498
R2 0.7519 0.7519 0.7495
R1 0.7503 0.7503 0.7491 0.7511
PP 0.7478 0.7478 0.7478 0.7482
S1 0.7462 0.7462 0.7483 0.7470
S2 0.7437 0.7437 0.7479
S3 0.7396 0.7421 0.7476
S4 0.7355 0.7380 0.7464
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8115 0.7998 0.7603
R3 0.7923 0.7806 0.7550
R2 0.7731 0.7731 0.7533
R1 0.7614 0.7614 0.7515 0.7576
PP 0.7539 0.7539 0.7539 0.7520
S1 0.7422 0.7422 0.7480 0.7384
S2 0.7347 0.7347 0.7462
S3 0.7155 0.7230 0.7445
S4 0.6963 0.7038 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7655 0.7453 0.0203 2.7% 0.0069 0.9% 17% False True 53,633
10 0.7655 0.7453 0.0203 2.7% 0.0051 0.7% 17% False True 32,469
20 0.7655 0.7396 0.0259 3.5% 0.0053 0.7% 35% False False 17,039
40 0.7655 0.7368 0.0288 3.8% 0.0051 0.7% 42% False False 8,765
60 0.7700 0.7368 0.0333 4.4% 0.0055 0.7% 36% False False 5,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7668
2.618 0.7601
1.618 0.7560
1.000 0.7535
0.618 0.7519
HIGH 0.7494
0.618 0.7478
0.500 0.7473
0.382 0.7468
LOW 0.7453
0.618 0.7427
1.000 0.7412
1.618 0.7386
2.618 0.7345
4.250 0.7278
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 0.7482 0.7486
PP 0.7478 0.7486
S1 0.7473 0.7485

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

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