CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 0.7285 0.7257 -0.0028 -0.4% 0.7215
High 0.7286 0.7320 0.0034 0.5% 0.7324
Low 0.7222 0.7251 0.0029 0.4% 0.7188
Close 0.7262 0.7295 0.0033 0.5% 0.7262
Range 0.0064 0.0069 0.0005 7.8% 0.0136
ATR 0.0085 0.0084 -0.0001 -1.3% 0.0000
Volume 45,837 42,247 -3,590 -7.8% 261,488
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7496 0.7464 0.7333
R3 0.7427 0.7395 0.7314
R2 0.7358 0.7358 0.7308
R1 0.7326 0.7326 0.7301 0.7342
PP 0.7289 0.7289 0.7289 0.7297
S1 0.7257 0.7257 0.7289 0.7273
S2 0.7220 0.7220 0.7282
S3 0.7151 0.7188 0.7276
S4 0.7082 0.7119 0.7257
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7666 0.7600 0.7337
R3 0.7530 0.7464 0.7299
R2 0.7394 0.7394 0.7287
R1 0.7328 0.7328 0.7274 0.7361
PP 0.7258 0.7258 0.7258 0.7275
S1 0.7192 0.7192 0.7250 0.7225
S2 0.7122 0.7122 0.7237
S3 0.6986 0.7056 0.7225
S4 0.6850 0.6920 0.7187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7324 0.7188 0.0136 1.9% 0.0083 1.1% 79% False False 60,747
10 0.7324 0.7134 0.0190 2.6% 0.0082 1.1% 85% False False 69,180
20 0.7331 0.6981 0.0350 4.8% 0.0089 1.2% 90% False False 81,531
40 0.7331 0.6809 0.0522 7.2% 0.0080 1.1% 93% False False 78,341
60 0.7528 0.6809 0.0719 9.9% 0.0072 1.0% 68% False False 63,899
80 0.7665 0.6809 0.0856 11.7% 0.0067 0.9% 57% False False 48,036
100 0.7786 0.6809 0.0977 13.4% 0.0066 0.9% 50% False False 38,462
120 0.7786 0.6809 0.0977 13.4% 0.0065 0.9% 50% False False 32,079
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7613
2.618 0.7501
1.618 0.7432
1.000 0.7389
0.618 0.7363
HIGH 0.7320
0.618 0.7294
0.500 0.7286
0.382 0.7277
LOW 0.7251
0.618 0.7208
1.000 0.7182
1.618 0.7139
2.618 0.7070
4.250 0.6958
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 0.7292 0.7288
PP 0.7289 0.7280
S1 0.7286 0.7273

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

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