CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 0.7446 0.7457 0.0011 0.1% 0.7393
High 0.7478 0.7512 0.0034 0.5% 0.7512
Low 0.7422 0.7422 0.0000 0.0% 0.7360
Close 0.7460 0.7504 0.0044 0.6% 0.7504
Range 0.0056 0.0090 0.0034 60.7% 0.0152
ATR 0.0076 0.0077 0.0001 1.3% 0.0000
Volume 52,454 70,249 17,795 33.9% 325,302
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7749 0.7717 0.7554
R3 0.7659 0.7627 0.7529
R2 0.7569 0.7569 0.7521
R1 0.7537 0.7537 0.7512 0.7553
PP 0.7479 0.7479 0.7479 0.7488
S1 0.7447 0.7447 0.7496 0.7463
S2 0.7389 0.7389 0.7488
S3 0.7299 0.7357 0.7479
S4 0.7209 0.7267 0.7455
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7915 0.7861 0.7588
R3 0.7763 0.7709 0.7546
R2 0.7611 0.7611 0.7532
R1 0.7557 0.7557 0.7518 0.7584
PP 0.7459 0.7459 0.7459 0.7472
S1 0.7405 0.7405 0.7490 0.7432
S2 0.7307 0.7307 0.7476
S3 0.7155 0.7253 0.7462
S4 0.7003 0.7101 0.7420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7512 0.7360 0.0152 2.0% 0.0069 0.9% 95% True False 65,060
10 0.7512 0.7215 0.0297 4.0% 0.0069 0.9% 97% True False 62,606
20 0.7512 0.7134 0.0378 5.0% 0.0078 1.0% 98% True False 68,088
40 0.7512 0.6809 0.0703 9.4% 0.0083 1.1% 99% True False 82,844
60 0.7512 0.6809 0.0703 9.4% 0.0075 1.0% 99% True False 72,846
80 0.7558 0.6809 0.0749 10.0% 0.0067 0.9% 93% False False 55,310
100 0.7786 0.6809 0.0977 13.0% 0.0067 0.9% 71% False False 44,287
120 0.7786 0.6809 0.0977 13.0% 0.0065 0.9% 71% False False 36,927
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7895
2.618 0.7748
1.618 0.7658
1.000 0.7602
0.618 0.7568
HIGH 0.7512
0.618 0.7478
0.500 0.7467
0.382 0.7456
LOW 0.7422
0.618 0.7366
1.000 0.7332
1.618 0.7276
2.618 0.7186
4.250 0.7040
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 0.7492 0.7489
PP 0.7479 0.7475
S1 0.7467 0.7460

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

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