CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 0.7812 0.7802 -0.0010 -0.1% 0.7832
High 0.7839 0.7868 0.0029 0.4% 0.7840
Low 0.7785 0.7802 0.0017 0.2% 0.7645
Close 0.7798 0.7815 0.0017 0.2% 0.7770
Range 0.0054 0.0066 0.0012 22.2% 0.0195
ATR 0.0060 0.0060 0.0001 1.2% 0.0000
Volume 2,760 286 -2,474 -89.6% 949
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8026 0.7987 0.7851
R3 0.7960 0.7921 0.7833
R2 0.7894 0.7894 0.7827
R1 0.7855 0.7855 0.7821 0.7874
PP 0.7828 0.7828 0.7828 0.7838
S1 0.7789 0.7789 0.7809 0.7809
S2 0.7762 0.7762 0.7803
S3 0.7696 0.7723 0.7797
S4 0.7630 0.7657 0.7779
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 0.7868 0.7721 0.0147 1.9% 0.0051 0.6% 64% True False 754
10 0.7899 0.7645 0.0254 3.3% 0.0055 0.7% 67% False False 490
20 0.7899 0.7619 0.0280 3.6% 0.0055 0.7% 70% False False 356
40 0.8000 0.7589 0.0411 5.3% 0.0054 0.7% 55% False False 233
60 0.8000 0.7579 0.0421 5.4% 0.0053 0.7% 56% False False 177
80 0.8000 0.7421 0.0579 7.4% 0.0052 0.7% 68% False False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8148
2.618 0.8041
1.618 0.7975
1.000 0.7934
0.618 0.7909
HIGH 0.7868
0.618 0.7843
0.500 0.7835
0.382 0.7827
LOW 0.7802
0.618 0.7761
1.000 0.7736
1.618 0.7695
2.618 0.7629
4.250 0.7522
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 0.7835 0.7827
PP 0.7828 0.7823
S1 0.7822 0.7819

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

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