CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 0.7390 0.7452 0.0062 0.8% 0.7256
High 0.7471 0.7456 -0.0015 -0.2% 0.7405
Low 0.7384 0.7409 0.0025 0.3% 0.7218
Close 0.7468 0.7445 -0.0023 -0.3% 0.7394
Range 0.0087 0.0047 -0.0040 -46.0% 0.0187
ATR 0.0076 0.0075 -0.0001 -1.6% 0.0000
Volume 2,947 1,656 -1,291 -43.8% 4,716
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7578 0.7558 0.7471
R3 0.7531 0.7511 0.7458
R2 0.7484 0.7484 0.7454
R1 0.7464 0.7464 0.7449 0.7451
PP 0.7437 0.7437 0.7437 0.7430
S1 0.7417 0.7417 0.7441 0.7404
S2 0.7390 0.7390 0.7436
S3 0.7343 0.7370 0.7432
S4 0.7296 0.7323 0.7419
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7900 0.7834 0.7497
R3 0.7713 0.7647 0.7445
R2 0.7526 0.7526 0.7428
R1 0.7460 0.7460 0.7411 0.7493
PP 0.7339 0.7339 0.7339 0.7356
S1 0.7273 0.7273 0.7377 0.7306
S2 0.7152 0.7152 0.7360
S3 0.6965 0.7086 0.7343
S4 0.6778 0.6899 0.7291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7471 0.7284 0.0187 2.5% 0.0066 0.9% 86% False False 1,953
10 0.7471 0.7218 0.0253 3.4% 0.0066 0.9% 90% False False 1,307
20 0.7471 0.7096 0.0375 5.0% 0.0081 1.1% 93% False False 888
40 0.7471 0.6819 0.0652 8.8% 0.0077 1.0% 96% False False 611
60 0.7492 0.6819 0.0673 9.0% 0.0065 0.9% 93% False False 444
80 0.7603 0.6819 0.0784 10.5% 0.0055 0.7% 80% False False 342
100 0.7783 0.6819 0.0964 12.9% 0.0054 0.7% 65% False False 282
120 0.7783 0.6819 0.0964 12.9% 0.0051 0.7% 65% False False 236
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7579
1.618 0.7532
1.000 0.7503
0.618 0.7485
HIGH 0.7456
0.618 0.7438
0.500 0.7433
0.382 0.7427
LOW 0.7409
0.618 0.7380
1.000 0.7362
1.618 0.7333
2.618 0.7286
4.250 0.7209
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 0.7441 0.7436
PP 0.7437 0.7427
S1 0.7433 0.7419

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

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