CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 0.7457 0.7507 0.0050 0.7% 0.7393
High 0.7512 0.7540 0.0028 0.4% 0.7512
Low 0.7422 0.7475 0.0053 0.7% 0.7360
Close 0.7504 0.7531 0.0027 0.4% 0.7504
Range 0.0090 0.0065 -0.0025 -27.8% 0.0152
ATR 0.0077 0.0077 -0.0001 -1.1% 0.0000
Volume 70,249 62,125 -8,124 -11.6% 325,302
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7710 0.7686 0.7567
R3 0.7645 0.7621 0.7549
R2 0.7580 0.7580 0.7543
R1 0.7556 0.7556 0.7537 0.7568
PP 0.7515 0.7515 0.7515 0.7522
S1 0.7491 0.7491 0.7525 0.7503
S2 0.7450 0.7450 0.7519
S3 0.7385 0.7426 0.7513
S4 0.7320 0.7361 0.7495
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 0.7540 0.7379 0.0161 2.1% 0.0070 0.9% 94% True False 65,071
10 0.7540 0.7215 0.0325 4.3% 0.0069 0.9% 97% True False 64,594
20 0.7540 0.7134 0.0406 5.4% 0.0075 1.0% 98% True False 66,887
40 0.7540 0.6809 0.0731 9.7% 0.0083 1.1% 99% True False 82,213
60 0.7540 0.6809 0.0731 9.7% 0.0075 1.0% 99% True False 73,167
80 0.7558 0.6809 0.0749 9.9% 0.0068 0.9% 96% False False 56,085
100 0.7786 0.6809 0.0977 13.0% 0.0067 0.9% 74% False False 44,908
120 0.7786 0.6809 0.0977 13.0% 0.0066 0.9% 74% False False 37,444
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7710
1.618 0.7645
1.000 0.7605
0.618 0.7580
HIGH 0.7540
0.618 0.7515
0.500 0.7508
0.382 0.7500
LOW 0.7475
0.618 0.7435
1.000 0.7410
1.618 0.7370
2.618 0.7305
4.250 0.7199
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 0.7523 0.7514
PP 0.7515 0.7498
S1 0.7508 0.7481

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

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