CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 0.7405 0.7374 -0.0030 -0.4% 0.7507
High 0.7406 0.7394 -0.0013 -0.2% 0.7518
Low 0.7371 0.7361 -0.0010 -0.1% 0.7373
Close 0.7376 0.7385 0.0009 0.1% 0.7394
Range 0.0036 0.0033 -0.0003 -7.0% 0.0146
ATR 0.0053 0.0051 -0.0001 -2.7% 0.0000
Volume 26,537 43,928 17,391 65.5% 224,113
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7479 0.7465 0.7403
R3 0.7446 0.7432 0.7394
R2 0.7413 0.7413 0.7391
R1 0.7399 0.7399 0.7388 0.7406
PP 0.7380 0.7380 0.7380 0.7383
S1 0.7366 0.7366 0.7381 0.7373
S2 0.7347 0.7347 0.7378
S3 0.7314 0.7333 0.7375
S4 0.7281 0.7300 0.7366
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 0.7495 0.7361 0.0134 1.8% 0.0044 0.6% 18% False True 42,105
10 0.7655 0.7361 0.0295 4.0% 0.0056 0.8% 8% False True 47,869
20 0.7655 0.7361 0.0295 4.0% 0.0050 0.7% 8% False True 27,316
40 0.7655 0.7361 0.0295 4.0% 0.0052 0.7% 8% False True 13,987
60 0.7700 0.7361 0.0340 4.6% 0.0053 0.7% 7% False True 9,418
80 0.7803 0.7361 0.0442 6.0% 0.0055 0.7% 5% False True 7,099
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 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7534
2.618 0.7480
1.618 0.7447
1.000 0.7427
0.618 0.7414
HIGH 0.7394
0.618 0.7381
0.500 0.7377
0.382 0.7373
LOW 0.7361
0.618 0.7340
1.000 0.7328
1.618 0.7307
2.618 0.7274
4.250 0.7220
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 0.7382 0.7394
PP 0.7380 0.7391
S1 0.7377 0.7388

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

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