CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 0.7451 0.7421 -0.0030 -0.4% 0.7507
High 0.7461 0.7427 -0.0035 -0.5% 0.7518
Low 0.7404 0.7373 -0.0032 -0.4% 0.7373
Close 0.7420 0.7394 -0.0026 -0.4% 0.7394
Range 0.0057 0.0054 -0.0003 -5.3% 0.0146
ATR 0.0054 0.0054 0.0000 0.0% 0.0000
Volume 54,235 44,081 -10,154 -18.7% 224,113
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7560 0.7531 0.7424
R3 0.7506 0.7477 0.7409
R2 0.7452 0.7452 0.7404
R1 0.7423 0.7423 0.7399 0.7410
PP 0.7398 0.7398 0.7398 0.7391
S1 0.7369 0.7369 0.7389 0.7356
S2 0.7344 0.7344 0.7384
S3 0.7290 0.7315 0.7379
S4 0.7236 0.7261 0.7364
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7865 0.7775 0.7474
R3 0.7719 0.7629 0.7434
R2 0.7574 0.7574 0.7421
R1 0.7484 0.7484 0.7407 0.7456
PP 0.7428 0.7428 0.7428 0.7414
S1 0.7338 0.7338 0.7381 0.7311
S2 0.7283 0.7283 0.7367
S3 0.7137 0.7193 0.7354
S4 0.6992 0.7047 0.7314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7518 0.7373 0.0146 2.0% 0.0050 0.7% 15% False True 44,822
10 0.7655 0.7373 0.0283 3.8% 0.0054 0.7% 8% False True 45,185
20 0.7655 0.7373 0.0283 3.8% 0.0053 0.7% 8% False True 23,964
40 0.7655 0.7368 0.0288 3.9% 0.0052 0.7% 9% False False 12,238
60 0.7700 0.7368 0.0333 4.5% 0.0053 0.7% 8% False False 8,245
80 0.7803 0.7368 0.0435 5.9% 0.0056 0.8% 6% False False 6,219
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 0.7656
2.618 0.7568
1.618 0.7514
1.000 0.7481
0.618 0.7460
HIGH 0.7427
0.618 0.7406
0.500 0.7400
0.382 0.7393
LOW 0.7373
0.618 0.7339
1.000 0.7319
1.618 0.7285
2.618 0.7231
4.250 0.7143
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 0.7400 0.7434
PP 0.7398 0.7420
S1 0.7396 0.7407

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

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