CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 0.6869 0.6863 -0.0006 -0.1% 0.7054
High 0.6930 0.6908 -0.0022 -0.3% 0.7109
Low 0.6855 0.6809 -0.0046 -0.7% 0.6871
Close 0.6864 0.6896 0.0032 0.5% 0.6878
Range 0.0075 0.0099 0.0024 32.0% 0.0238
ATR 0.0065 0.0067 0.0002 3.7% 0.0000
Volume 120,534 143,358 22,824 18.9% 457,575
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7168 0.7131 0.6950
R3 0.7069 0.7032 0.6923
R2 0.6970 0.6970 0.6914
R1 0.6933 0.6933 0.6905 0.6952
PP 0.6871 0.6871 0.6871 0.6880
S1 0.6834 0.6834 0.6887 0.6853
S2 0.6772 0.6772 0.6878
S3 0.6673 0.6735 0.6869
S4 0.6574 0.6636 0.6842
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7667 0.7510 0.7009
R3 0.7429 0.7272 0.6943
R2 0.7191 0.7191 0.6922
R1 0.7034 0.7034 0.6900 0.6994
PP 0.6953 0.6953 0.6953 0.6932
S1 0.6796 0.6796 0.6856 0.6756
S2 0.6715 0.6715 0.6834
S3 0.6477 0.6558 0.6813
S4 0.6239 0.6320 0.6747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7049 0.6809 0.0240 3.5% 0.0080 1.2% 36% False True 114,018
10 0.7158 0.6809 0.0349 5.1% 0.0075 1.1% 25% False True 94,685
20 0.7240 0.6809 0.0431 6.3% 0.0062 0.9% 20% False True 67,586
40 0.7528 0.6809 0.0719 10.4% 0.0060 0.9% 12% False True 49,574
60 0.7665 0.6809 0.0856 12.4% 0.0058 0.8% 10% False True 33,152
80 0.7786 0.6809 0.0977 14.2% 0.0058 0.8% 9% False True 24,904
100 0.7786 0.6809 0.0977 14.2% 0.0059 0.9% 9% False True 19,956
120 0.7786 0.6809 0.0977 14.2% 0.0059 0.9% 9% False True 16,637
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7329
2.618 0.7167
1.618 0.7068
1.000 0.7007
0.618 0.6969
HIGH 0.6908
0.618 0.6870
0.500 0.6859
0.382 0.6847
LOW 0.6809
0.618 0.6748
1.000 0.6710
1.618 0.6649
2.618 0.6550
4.250 0.6388
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 0.6884 0.6894
PP 0.6871 0.6892
S1 0.6859 0.6891

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

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