CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 0.7700 0.7685 -0.0015 -0.2% 0.7600
High 0.7745 0.7698 -0.0047 -0.6% 0.7745
Low 0.7700 0.7662 -0.0038 -0.5% 0.7589
Close 0.7702 0.7691 -0.0011 -0.1% 0.7691
Range 0.0045 0.0036 -0.0009 -20.0% 0.0156
ATR 0.0060 0.0059 -0.0001 -2.4% 0.0000
Volume 532 46 -486 -91.4% 759
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7792 0.7777 0.7711
R3 0.7756 0.7741 0.7701
R2 0.7720 0.7720 0.7698
R1 0.7705 0.7705 0.7694 0.7712
PP 0.7684 0.7684 0.7684 0.7687
S1 0.7669 0.7669 0.7688 0.7677
S2 0.7648 0.7648 0.7684
S3 0.7612 0.7633 0.7681
S4 0.7576 0.7597 0.7671
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.8143 0.8073 0.7777
R3 0.7987 0.7917 0.7734
R2 0.7831 0.7831 0.7720
R1 0.7761 0.7761 0.7705 0.7796
PP 0.7675 0.7675 0.7675 0.7693
S1 0.7605 0.7605 0.7677 0.7640
S2 0.7519 0.7519 0.7662
S3 0.7363 0.7449 0.7648
S4 0.7207 0.7293 0.7605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7589 0.0156 2.0% 0.0042 0.5% 65% False False 151
10 0.7781 0.7589 0.0192 2.5% 0.0047 0.6% 53% False False 125
20 0.7988 0.7589 0.0399 5.2% 0.0053 0.7% 26% False False 133
40 0.8000 0.7579 0.0421 5.5% 0.0050 0.7% 27% False False 101
60 0.8000 0.7469 0.0531 6.9% 0.0052 0.7% 42% False False 82
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7851
2.618 0.7792
1.618 0.7756
1.000 0.7734
0.618 0.7720
HIGH 0.7698
0.618 0.7684
0.500 0.7680
0.382 0.7676
LOW 0.7662
0.618 0.7640
1.000 0.7626
1.618 0.7604
2.618 0.7568
4.250 0.7509
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 0.7687 0.7689
PP 0.7684 0.7687
S1 0.7680 0.7686

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

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