CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 0.7454 0.7547 0.0093 1.2% 0.7393
High 0.7560 0.7557 -0.0003 0.0% 0.7512
Low 0.7437 0.7464 0.0027 0.4% 0.7360
Close 0.7548 0.7494 -0.0054 -0.7% 0.7504
Range 0.0123 0.0093 -0.0030 -24.4% 0.0152
ATR 0.0080 0.0081 0.0001 1.1% 0.0000
Volume 118,589 113,371 -5,218 -4.4% 325,302
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7784 0.7732 0.7545
R3 0.7691 0.7639 0.7520
R2 0.7598 0.7598 0.7511
R1 0.7546 0.7546 0.7503 0.7526
PP 0.7505 0.7505 0.7505 0.7495
S1 0.7453 0.7453 0.7485 0.7433
S2 0.7412 0.7412 0.7477
S3 0.7319 0.7360 0.7468
S4 0.7226 0.7267 0.7443
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 0.7560 0.7422 0.0138 1.8% 0.0090 1.2% 52% False False 92,085
10 0.7560 0.7360 0.0200 2.7% 0.0070 0.9% 67% False False 78,370
20 0.7560 0.7134 0.0426 5.7% 0.0077 1.0% 85% False False 72,347
40 0.7560 0.6809 0.0751 10.0% 0.0085 1.1% 91% False False 84,953
60 0.7560 0.6809 0.0751 10.0% 0.0077 1.0% 91% False False 75,225
80 0.7560 0.6809 0.0751 10.0% 0.0070 0.9% 91% False False 60,178
100 0.7771 0.6809 0.0962 12.8% 0.0068 0.9% 71% False False 48,182
120 0.7786 0.6809 0.0977 13.0% 0.0067 0.9% 70% False False 40,175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7952
2.618 0.7800
1.618 0.7707
1.000 0.7650
0.618 0.7614
HIGH 0.7557
0.618 0.7521
0.500 0.7511
0.382 0.7500
LOW 0.7464
0.618 0.7407
1.000 0.7371
1.618 0.7314
2.618 0.7221
4.250 0.7069
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 0.7511 0.7499
PP 0.7505 0.7497
S1 0.7500 0.7496

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

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