CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 0.7298 0.7389 0.0091 1.2% 0.7257
High 0.7399 0.7393 -0.0006 -0.1% 0.7399
Low 0.7281 0.7393 0.0112 1.5% 0.7215
Close 0.7390 0.7393 0.0003 0.0% 0.7393
Range 0.0118 0.0000 -0.0118 -100.0% 0.0184
ATR 0.0086 0.0080 -0.0006 -6.9% 0.0000
Volume 71,028 68,220 -2,808 -4.0% 300,761
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7393 0.7393 0.7393
R3 0.7393 0.7393 0.7393
R2 0.7393 0.7393 0.7393
R1 0.7393 0.7393 0.7393 0.7393
PP 0.7393 0.7393 0.7393 0.7393
S1 0.7393 0.7393 0.7393 0.7393
S2 0.7393 0.7393 0.7393
S3 0.7393 0.7393 0.7393
S4 0.7393 0.7393 0.7393
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7888 0.7824 0.7494
R3 0.7704 0.7640 0.7444
R2 0.7520 0.7520 0.7427
R1 0.7456 0.7456 0.7410 0.7488
PP 0.7336 0.7336 0.7336 0.7352
S1 0.7272 0.7272 0.7376 0.7304
S2 0.7152 0.7152 0.7359
S3 0.6968 0.7088 0.7342
S4 0.6784 0.6904 0.7292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7399 0.7215 0.0184 2.5% 0.0070 0.9% 97% False False 60,152
10 0.7399 0.7161 0.0238 3.2% 0.0078 1.0% 97% False False 63,521
20 0.7399 0.7088 0.0311 4.2% 0.0085 1.1% 98% False False 75,277
40 0.7399 0.6809 0.0590 8.0% 0.0082 1.1% 99% False False 81,687
60 0.7522 0.6809 0.0713 9.6% 0.0074 1.0% 82% False False 68,127
80 0.7665 0.6809 0.0856 11.6% 0.0067 0.9% 68% False False 51,257
100 0.7786 0.6809 0.0977 13.2% 0.0067 0.9% 60% False False 41,042
120 0.7786 0.6809 0.0977 13.2% 0.0065 0.9% 60% False False 34,230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 0.7393
2.618 0.7393
1.618 0.7393
1.000 0.7393
0.618 0.7393
HIGH 0.7393
0.618 0.7393
0.500 0.7393
0.382 0.7393
LOW 0.7393
0.618 0.7393
1.000 0.7393
1.618 0.7393
2.618 0.7393
4.250 0.7393
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 0.7393 0.7364
PP 0.7393 0.7336
S1 0.7393 0.7307

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

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