CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 0.7289 0.7268 -0.0021 -0.3% 0.7430
High 0.7289 0.7270 -0.0019 -0.3% 0.7430
Low 0.7289 0.7255 -0.0034 -0.5% 0.7284
Close 0.7289 0.7270 -0.0019 -0.3% 0.7285
Range 0.0000 0.0015 0.0015 0.0146
ATR
Volume 0 3 3 92
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7310 0.7305 0.7278
R3 0.7295 0.7290 0.7274
R2 0.7280 0.7280 0.7273
R1 0.7275 0.7275 0.7271 0.7278
PP 0.7265 0.7265 0.7265 0.7266
S1 0.7260 0.7260 0.7269 0.7263
S2 0.7250 0.7250 0.7267
S3 0.7235 0.7245 0.7266
S4 0.7220 0.7230 0.7262
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7771 0.7674 0.7365
R3 0.7625 0.7528 0.7325
R2 0.7479 0.7479 0.7312
R1 0.7382 0.7382 0.7298 0.7358
PP 0.7333 0.7333 0.7333 0.7321
S1 0.7236 0.7236 0.7272 0.7212
S2 0.7187 0.7187 0.7258
S3 0.7041 0.7090 0.7245
S4 0.6895 0.6944 0.7205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7350 0.7255 0.0095 1.3% 0.0011 0.2% 16% False True 10
10 0.7499 0.7255 0.0244 3.4% 0.0015 0.2% 6% False True 10
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7334
2.618 0.7309
1.618 0.7294
1.000 0.7285
0.618 0.7279
HIGH 0.7270
0.618 0.7264
0.500 0.7263
0.382 0.7261
LOW 0.7255
0.618 0.7246
1.000 0.7240
1.618 0.7231
2.618 0.7216
4.250 0.7191
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 0.7268 0.7272
PP 0.7265 0.7271
S1 0.7263 0.7271

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

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