CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 0.7374 0.7385 0.0011 0.1% 0.7507
High 0.7394 0.7426 0.0032 0.4% 0.7518
Low 0.7361 0.7382 0.0022 0.3% 0.7373
Close 0.7385 0.7418 0.0033 0.4% 0.7394
Range 0.0033 0.0043 0.0010 31.8% 0.0146
ATR 0.0051 0.0051 -0.0001 -1.1% 0.0000
Volume 43,928 42,178 -1,750 -4.0% 224,113
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7539 0.7522 0.7441
R3 0.7495 0.7478 0.7429
R2 0.7452 0.7452 0.7425
R1 0.7435 0.7435 0.7421 0.7443
PP 0.7408 0.7408 0.7408 0.7413
S1 0.7391 0.7391 0.7414 0.7400
S2 0.7365 0.7365 0.7410
S3 0.7321 0.7348 0.7406
S4 0.7278 0.7304 0.7394
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 0.7461 0.7361 0.0101 1.4% 0.0045 0.6% 57% False False 42,191
10 0.7544 0.7361 0.0183 2.5% 0.0048 0.7% 31% False False 46,611
20 0.7655 0.7361 0.0295 4.0% 0.0049 0.7% 19% False False 29,307
40 0.7655 0.7361 0.0295 4.0% 0.0053 0.7% 19% False False 15,036
60 0.7700 0.7361 0.0340 4.6% 0.0053 0.7% 17% False False 10,120
80 0.7803 0.7361 0.0442 6.0% 0.0055 0.7% 13% False False 7,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7610
2.618 0.7539
1.618 0.7496
1.000 0.7469
0.618 0.7452
HIGH 0.7426
0.618 0.7409
0.500 0.7404
0.382 0.7399
LOW 0.7382
0.618 0.7355
1.000 0.7339
1.618 0.7312
2.618 0.7268
4.250 0.7197
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 0.7413 0.7409
PP 0.7408 0.7401
S1 0.7404 0.7393

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

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