CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 0.7281 0.7257 -0.0024 -0.3% 0.7475
High 0.7284 0.7258 -0.0026 -0.4% 0.7476
Low 0.7217 0.7150 -0.0067 -0.9% 0.7269
Close 0.7265 0.7165 -0.0100 -1.4% 0.7280
Range 0.0067 0.0108 0.0041 61.2% 0.0207
ATR 0.0056 0.0061 0.0004 7.4% 0.0000
Volume 67,863 70,746 2,883 4.2% 275,710
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7515 0.7448 0.7224
R3 0.7407 0.7340 0.7195
R2 0.7299 0.7299 0.7185
R1 0.7232 0.7232 0.7175 0.7212
PP 0.7191 0.7191 0.7191 0.7181
S1 0.7124 0.7124 0.7155 0.7104
S2 0.7083 0.7083 0.7145
S3 0.6975 0.7016 0.7135
S4 0.6867 0.6908 0.7106
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7963 0.7828 0.7394
R3 0.7756 0.7621 0.7337
R2 0.7549 0.7549 0.7318
R1 0.7414 0.7414 0.7299 0.7378
PP 0.7342 0.7342 0.7342 0.7324
S1 0.7207 0.7207 0.7261 0.7171
S2 0.7135 0.7135 0.7242
S3 0.6928 0.7000 0.7223
S4 0.6721 0.6793 0.7166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7336 0.7150 0.0186 2.6% 0.0070 1.0% 8% False True 69,709
10 0.7508 0.7150 0.0358 5.0% 0.0067 0.9% 4% False True 54,364
20 0.7546 0.7150 0.0396 5.5% 0.0056 0.8% 4% False True 28,071
40 0.7665 0.7150 0.0515 7.2% 0.0055 0.8% 3% False True 14,181
60 0.7786 0.7150 0.0636 8.9% 0.0057 0.8% 2% False True 9,508
80 0.7786 0.7150 0.0636 8.9% 0.0058 0.8% 2% False True 7,170
100 0.7786 0.7150 0.0636 8.9% 0.0058 0.8% 2% False True 5,744
120 0.7998 0.7150 0.0848 11.8% 0.0053 0.7% 2% False True 4,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7541
1.618 0.7433
1.000 0.7366
0.618 0.7325
HIGH 0.7258
0.618 0.7217
0.500 0.7204
0.382 0.7191
LOW 0.7150
0.618 0.7083
1.000 0.7042
1.618 0.6975
2.618 0.6867
4.250 0.6691
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 0.7204 0.7232
PP 0.7191 0.7210
S1 0.7178 0.7187

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

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