CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	0.7507	0.7525	0.0018	0.2%	0.7393
High	0.7540	0.7526	-0.0014	-0.2%	0.7512
Low	0.7475	0.7449	-0.0026	-0.3%	0.7360
Close	0.7531	0.7464	-0.0067	-0.9%	0.7504
Range	0.0065	0.0077	0.0012	18.5%	0.0152
ATR	0.0077	0.0077	0.0000	0.5%	0.0000
Volume	62,125	96,093	33,968	54.7%	325,302

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7664	0.7506
R3	0.7634	0.7587	0.7485
R2	0.7557	0.7557	0.7478
R1	0.7510	0.7510	0.7471	0.7495
PP	0.7480	0.7480	0.7480	0.7472
S1	0.7433	0.7433	0.7457	0.7418
S2	0.7403	0.7403	0.7450
S3	0.7326	0.7356	0.7443
S4	0.7249	0.7279	0.7422

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	0.7408	0.0132	1.8%	0.0067	0.9%	42%	False	False	67,778
10	0.7540	0.7215	0.0325	4.4%	0.0070	0.9%	77%	False	False	69,050
20	0.7540	0.7134	0.0406	5.4%	0.0076	1.0%	81%	False	False	68,728
40	0.7540	0.6809	0.0731	9.8%	0.0084	1.1%	90%	False	False	82,939
60	0.7540	0.6809	0.0731	9.8%	0.0075	1.0%	90%	False	False	73,809
80	0.7558	0.6809	0.0749	10.0%	0.0068	0.9%	87%	False	False	57,283
100	0.7786	0.6809	0.0977	13.1%	0.0067	0.9%	67%	False	False	45,868
120	0.7786	0.6809	0.0977	13.1%	0.0066	0.9%	67%	False	False	38,244

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7853
2.618	0.7728
1.618	0.7651
1.000	0.7603
0.618	0.7574
HIGH	0.7526
0.618	0.7497
0.500	0.7488
0.382	0.7478
LOW	0.7449
0.618	0.7401
1.000	0.7372
1.618	0.7324
2.618	0.7247
4.250	0.7122

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	0.7488	0.7481
PP	0.7480	0.7475
S1	0.7472	0.7470

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols