CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 0.7254 0.7271 0.0017 0.2% 0.7149
High 0.7331 0.7294 -0.0037 -0.5% 0.7331
Low 0.7247 0.7184 -0.0063 -0.9% 0.7090
Close 0.7285 0.7199 -0.0086 -1.2% 0.7199
Range 0.0084 0.0110 0.0026 31.0% 0.0241
ATR 0.0086 0.0087 0.0002 2.0% 0.0000
Volume 92,251 86,143 -6,108 -6.6% 460,007
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7556 0.7487 0.7260
R3 0.7446 0.7377 0.7229
R2 0.7336 0.7336 0.7219
R1 0.7267 0.7267 0.7209 0.7247
PP 0.7226 0.7226 0.7226 0.7215
S1 0.7157 0.7157 0.7189 0.7137
S2 0.7116 0.7116 0.7179
S3 0.7006 0.7047 0.7169
S4 0.6896 0.6937 0.7139
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7930 0.7805 0.7332
R3 0.7689 0.7564 0.7265
R2 0.7448 0.7448 0.7243
R1 0.7323 0.7323 0.7221 0.7386
PP 0.7207 0.7207 0.7207 0.7238
S1 0.7082 0.7082 0.7177 0.7145
S2 0.6966 0.6966 0.7155
S3 0.6725 0.6841 0.7133
S4 0.6484 0.6600 0.7066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7331 0.7090 0.0241 3.3% 0.0105 1.5% 45% False False 92,001
10 0.7331 0.6981 0.0350 4.9% 0.0097 1.3% 62% False False 93,883
20 0.7331 0.6809 0.0522 7.3% 0.0092 1.3% 75% False False 97,538
40 0.7398 0.6809 0.0589 8.2% 0.0075 1.0% 66% False False 76,307
60 0.7558 0.6809 0.0749 10.4% 0.0065 0.9% 52% False False 52,484
80 0.7786 0.6809 0.0977 13.6% 0.0065 0.9% 40% False False 39,413
100 0.7786 0.6809 0.0977 13.6% 0.0064 0.9% 40% False False 31,555
120 0.7786 0.6809 0.0977 13.6% 0.0064 0.9% 40% False False 26,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7762
2.618 0.7582
1.618 0.7472
1.000 0.7404
0.618 0.7362
HIGH 0.7294
0.618 0.7252
0.500 0.7239
0.382 0.7226
LOW 0.7184
0.618 0.7116
1.000 0.7074
1.618 0.7006
2.618 0.6896
4.250 0.6717
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 0.7239 0.7211
PP 0.7226 0.7207
S1 0.7212 0.7203

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.