CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 0.7748 0.7721 -0.0027 -0.3% 0.7832
High 0.7753 0.7795 0.0042 0.5% 0.7840
Low 0.7645 0.7721 0.0076 1.0% 0.7645
Close 0.7721 0.7770 0.0049 0.6% 0.7770
Range 0.0108 0.0074 -0.0034 -31.5% 0.0195
ATR 0.0062 0.0063 0.0001 1.4% 0.0000
Volume 134 131 -3 -2.2% 949
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7984 0.7951 0.7811
R3 0.7910 0.7877 0.7790
R2 0.7836 0.7836 0.7784
R1 0.7803 0.7803 0.7777 0.7820
PP 0.7762 0.7762 0.7762 0.7770
S1 0.7729 0.7729 0.7763 0.7746
S2 0.7688 0.7688 0.7756
S3 0.7614 0.7655 0.7750
S4 0.7540 0.7581 0.7729
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8337 0.8248 0.7877
R3 0.8142 0.8053 0.7824
R2 0.7947 0.7947 0.7806
R1 0.7858 0.7858 0.7788 0.7805
PP 0.7752 0.7752 0.7752 0.7725
S1 0.7663 0.7663 0.7752 0.7610
S2 0.7557 0.7557 0.7734
S3 0.7362 0.7468 0.7716
S4 0.7167 0.7273 0.7663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7840 0.7645 0.0195 2.5% 0.0061 0.8% 64% False False 189
10 0.7899 0.7645 0.0254 3.3% 0.0061 0.8% 49% False False 220
20 0.7899 0.7589 0.0310 4.0% 0.0054 0.7% 58% False False 184
40 0.8000 0.7589 0.0411 5.3% 0.0054 0.7% 44% False False 154
60 0.8000 0.7532 0.0468 6.0% 0.0053 0.7% 51% False False 119
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8110
2.618 0.7989
1.618 0.7915
1.000 0.7869
0.618 0.7841
HIGH 0.7795
0.618 0.7767
0.500 0.7758
0.382 0.7749
LOW 0.7721
0.618 0.7675
1.000 0.7647
1.618 0.7601
2.618 0.7527
4.250 0.7407
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 0.7766 0.7753
PP 0.7762 0.7737
S1 0.7758 0.7720

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

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