CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 0.7454 0.7548 0.0094 1.3% 0.7396
High 0.7562 0.7558 -0.0004 -0.1% 0.7510
Low 0.7438 0.7465 0.0027 0.4% 0.7366
Close 0.7549 0.7495 -0.0054 -0.7% 0.7505
Range 0.0124 0.0093 -0.0031 -25.0% 0.0144
ATR 0.0078 0.0079 0.0001 1.4% 0.0000
Volume 48,459 55,426 6,967 14.4% 11,854
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7785 0.7733 0.7546
R3 0.7692 0.7640 0.7521
R2 0.7599 0.7599 0.7512
R1 0.7547 0.7547 0.7504 0.7527
PP 0.7506 0.7506 0.7506 0.7496
S1 0.7454 0.7454 0.7486 0.7434
S2 0.7413 0.7413 0.7478
S3 0.7320 0.7361 0.7469
S4 0.7227 0.7268 0.7444
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7892 0.7843 0.7584
R3 0.7748 0.7699 0.7545
R2 0.7604 0.7604 0.7531
R1 0.7555 0.7555 0.7518 0.7580
PP 0.7460 0.7460 0.7460 0.7473
S1 0.7411 0.7411 0.7492 0.7436
S2 0.7316 0.7316 0.7479
S3 0.7172 0.7267 0.7465
S4 0.7028 0.7123 0.7426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7562 0.7424 0.0138 1.8% 0.0089 1.2% 51% False False 31,103
10 0.7562 0.7366 0.0196 2.6% 0.0072 1.0% 66% False False 16,502
20 0.7562 0.7139 0.0423 5.6% 0.0076 1.0% 84% False False 8,637
40 0.7562 0.6819 0.0743 9.9% 0.0081 1.1% 91% False False 4,483
60 0.7562 0.6819 0.0743 9.9% 0.0069 0.9% 91% False False 3,049
80 0.7562 0.6819 0.0743 9.9% 0.0058 0.8% 91% False False 2,302
100 0.7750 0.6819 0.0931 12.4% 0.0056 0.7% 73% False False 1,850
120 0.7783 0.6819 0.0964 12.9% 0.0054 0.7% 70% False False 1,544
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7953
2.618 0.7801
1.618 0.7708
1.000 0.7651
0.618 0.7615
HIGH 0.7558
0.618 0.7522
0.500 0.7512
0.382 0.7501
LOW 0.7465
0.618 0.7408
1.000 0.7372
1.618 0.7315
2.618 0.7222
4.250 0.7070
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 0.7512 0.7500
PP 0.7506 0.7498
S1 0.7501 0.7497

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

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