CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 0.7630 0.7705 0.0075 1.0% 0.7559
High 0.7706 0.7730 0.0024 0.3% 0.7730
Low 0.7630 0.7680 0.0050 0.7% 0.7479
Close 0.7703 0.7681 -0.0022 -0.3% 0.7681
Range 0.0076 0.0050 -0.0026 -34.2% 0.0251
ATR 0.0000 0.0070 0.0070 0.0000
Volume 19 47 28 147.4% 183
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7847 0.7814 0.7709
R3 0.7797 0.7764 0.7695
R2 0.7747 0.7747 0.7690
R1 0.7714 0.7714 0.7686 0.7706
PP 0.7697 0.7697 0.7697 0.7693
S1 0.7664 0.7664 0.7676 0.7655
S2 0.7647 0.7647 0.7672
S3 0.7597 0.7614 0.7667
S4 0.7547 0.7564 0.7653
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8383 0.8283 0.7819
R3 0.8132 0.8032 0.7750
R2 0.7881 0.7881 0.7727
R1 0.7781 0.7781 0.7704 0.7831
PP 0.7630 0.7630 0.7630 0.7655
S1 0.7530 0.7530 0.7658 0.7580
S2 0.7379 0.7379 0.7635
S3 0.7128 0.7279 0.7612
S4 0.6877 0.7028 0.7543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7730 0.7479 0.0251 3.3% 0.0068 0.9% 80% True False 36
10 0.7730 0.7469 0.0261 3.4% 0.0065 0.8% 81% True False 55
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7943
2.618 0.7861
1.618 0.7811
1.000 0.7780
0.618 0.7761
HIGH 0.7730
0.618 0.7711
0.500 0.7705
0.382 0.7699
LOW 0.7680
0.618 0.7649
1.000 0.7630
1.618 0.7599
2.618 0.7549
4.250 0.7467
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 0.7705 0.7657
PP 0.7697 0.7633
S1 0.7689 0.7609

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.