CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 0.7416 0.7398 -0.0019 -0.2% 0.7415
High 0.7441 0.7473 0.0032 0.4% 0.7483
Low 0.7398 0.7396 -0.0002 0.0% 0.7398
Close 0.7406 0.7462 0.0056 0.8% 0.7406
Range 0.0043 0.0077 0.0034 79.1% 0.0085
ATR 0.0054 0.0056 0.0002 3.0% 0.0000
Volume 752 1,470 718 95.5% 1,988
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7675 0.7645 0.7504
R3 0.7598 0.7568 0.7483
R2 0.7521 0.7521 0.7476
R1 0.7491 0.7491 0.7469 0.7506
PP 0.7444 0.7444 0.7444 0.7451
S1 0.7414 0.7414 0.7455 0.7429
S2 0.7367 0.7367 0.7448
S3 0.7290 0.7337 0.7441
S4 0.7213 0.7260 0.7420
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7682 0.7629 0.7452
R3 0.7598 0.7544 0.7429
R2 0.7513 0.7513 0.7421
R1 0.7460 0.7460 0.7414 0.7444
PP 0.7429 0.7429 0.7429 0.7421
S1 0.7375 0.7375 0.7398 0.7360
S2 0.7344 0.7344 0.7391
S3 0.7260 0.7291 0.7383
S4 0.7175 0.7206 0.7360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7483 0.7396 0.0087 1.2% 0.0057 0.8% 76% False True 691
10 0.7483 0.7368 0.0115 1.5% 0.0054 0.7% 82% False False 566
20 0.7547 0.7368 0.0179 2.4% 0.0054 0.7% 53% False False 566
40 0.7700 0.7368 0.0333 4.5% 0.0054 0.7% 28% False False 421
60 0.7803 0.7368 0.0435 5.8% 0.0057 0.8% 22% False False 329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7800
2.618 0.7675
1.618 0.7598
1.000 0.7550
0.618 0.7521
HIGH 0.7473
0.618 0.7444
0.500 0.7435
0.382 0.7425
LOW 0.7396
0.618 0.7348
1.000 0.7319
1.618 0.7271
2.618 0.7194
4.250 0.7069
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 0.7453 0.7453
PP 0.7444 0.7444
S1 0.7435 0.7435

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.