CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 0.7491 0.7626 0.0135 1.8% 0.7506
High 0.7638 0.7726 0.0088 1.2% 0.7596
Low 0.7461 0.7614 0.0153 2.1% 0.7438
Close 0.7601 0.7697 0.0096 1.3% 0.7564
Range 0.0177 0.0112 -0.0065 -36.7% 0.0158
ATR 0.0086 0.0088 0.0003 3.3% 0.0000
Volume 78,721 77,627 -1,094 -1.4% 250,725
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8015 0.7968 0.7759
R3 0.7903 0.7856 0.7728
R2 0.7791 0.7791 0.7718
R1 0.7744 0.7744 0.7707 0.7768
PP 0.7679 0.7679 0.7679 0.7691
S1 0.7632 0.7632 0.7687 0.7656
S2 0.7567 0.7567 0.7676
S3 0.7455 0.7520 0.7666
S4 0.7343 0.7408 0.7635
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8007 0.7943 0.7651
R3 0.7849 0.7785 0.7607
R2 0.7691 0.7691 0.7593
R1 0.7627 0.7627 0.7578 0.7659
PP 0.7533 0.7533 0.7533 0.7549
S1 0.7469 0.7469 0.7550 0.7501
S2 0.7375 0.7375 0.7535
S3 0.7217 0.7311 0.7521
S4 0.7059 0.7153 0.7477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7726 0.7461 0.0265 3.4% 0.0105 1.4% 89% True False 73,485
10 0.7726 0.7424 0.0302 3.9% 0.0097 1.3% 90% True False 52,294
20 0.7726 0.7218 0.0508 6.6% 0.0082 1.1% 94% True False 26,840
40 0.7726 0.6884 0.0842 10.9% 0.0086 1.1% 97% True False 13,629
60 0.7726 0.6819 0.0907 11.8% 0.0074 1.0% 97% True False 9,163
80 0.7726 0.6819 0.0907 11.8% 0.0063 0.8% 97% True False 6,893
100 0.7726 0.6819 0.0907 11.8% 0.0059 0.8% 97% True False 5,522
120 0.7783 0.6819 0.0964 12.5% 0.0056 0.7% 91% False False 4,606
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8202
2.618 0.8019
1.618 0.7907
1.000 0.7838
0.618 0.7795
HIGH 0.7726
0.618 0.7683
0.500 0.7670
0.382 0.7657
LOW 0.7614
0.618 0.7545
1.000 0.7502
1.618 0.7433
2.618 0.7321
4.250 0.7138
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 0.7688 0.7663
PP 0.7679 0.7628
S1 0.7670 0.7594

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

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