CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 0.6999 0.7084 0.0085 1.2% 0.6869
High 0.7120 0.7129 0.0009 0.1% 0.7085
Low 0.6981 0.7064 0.0083 1.2% 0.6809
Close 0.7101 0.7082 -0.0019 -0.3% 0.7066
Range 0.0139 0.0065 -0.0074 -53.2% 0.0276
ATR 0.0080 0.0079 -0.0001 -1.3% 0.0000
Volume 99,162 97,973 -1,189 -1.2% 487,328
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7287 0.7249 0.7118
R3 0.7222 0.7184 0.7100
R2 0.7157 0.7157 0.7094
R1 0.7119 0.7119 0.7088 0.7106
PP 0.7092 0.7092 0.7092 0.7085
S1 0.7054 0.7054 0.7076 0.7041
S2 0.7027 0.7027 0.7070
S3 0.6962 0.6989 0.7064
S4 0.6897 0.6924 0.7046
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7815 0.7716 0.7218
R3 0.7539 0.7440 0.7142
R2 0.7263 0.7263 0.7117
R1 0.7164 0.7164 0.7091 0.7214
PP 0.6987 0.6987 0.6987 0.7011
S1 0.6888 0.6888 0.7041 0.6938
S2 0.6711 0.6711 0.7015
S3 0.6435 0.6612 0.6990
S4 0.6159 0.6336 0.6914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7129 0.6877 0.0252 3.6% 0.0106 1.5% 81% True False 98,861
10 0.7129 0.6809 0.0320 4.5% 0.0093 1.3% 85% True False 106,439
20 0.7240 0.6809 0.0431 6.1% 0.0079 1.1% 63% False False 84,274
40 0.7522 0.6809 0.0713 10.1% 0.0068 1.0% 38% False False 61,762
60 0.7665 0.6809 0.0856 12.1% 0.0061 0.9% 32% False False 41,373
80 0.7786 0.6809 0.0977 13.8% 0.0062 0.9% 28% False False 31,077
100 0.7786 0.6809 0.0977 13.8% 0.0061 0.9% 28% False False 24,894
120 0.7786 0.6809 0.0977 13.8% 0.0062 0.9% 28% False False 20,755
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 0.0019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7405
2.618 0.7299
1.618 0.7234
1.000 0.7194
0.618 0.7169
HIGH 0.7129
0.618 0.7104
0.500 0.7097
0.382 0.7089
LOW 0.7064
0.618 0.7024
1.000 0.6999
1.618 0.6959
2.618 0.6894
4.250 0.6788
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 0.7097 0.7073
PP 0.7092 0.7064
S1 0.7087 0.7055

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

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