CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 0.7802 0.7800 -0.0002 0.0% 0.7800
High 0.7868 0.7800 -0.0068 -0.9% 0.7868
Low 0.7802 0.7648 -0.0154 -2.0% 0.7648
Close 0.7815 0.7712 -0.0103 -1.3% 0.7712
Range 0.0066 0.0152 0.0086 130.3% 0.0220
ATR 0.0060 0.0068 0.0008 12.6% 0.0000
Volume 286 583 297 103.8% 4,225
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8176 0.8096 0.7796
R3 0.8024 0.7944 0.7754
R2 0.7872 0.7872 0.7740
R1 0.7792 0.7792 0.7726 0.7756
PP 0.7720 0.7720 0.7720 0.7702
S1 0.7640 0.7640 0.7698 0.7604
S2 0.7568 0.7568 0.7684
S3 0.7416 0.7488 0.7670
S4 0.7264 0.7336 0.7628
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8403 0.8277 0.7833
R3 0.8183 0.8057 0.7773
R2 0.7963 0.7963 0.7752
R1 0.7837 0.7837 0.7732 0.7790
PP 0.7743 0.7743 0.7743 0.7719
S1 0.7617 0.7617 0.7692 0.7570
S2 0.7523 0.7523 0.7672
S3 0.7303 0.7397 0.7652
S4 0.7083 0.7177 0.7591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7868 0.7648 0.0220 2.9% 0.0066 0.9% 29% False True 845
10 0.7868 0.7645 0.0223 2.9% 0.0064 0.8% 30% False False 517
20 0.7899 0.7619 0.0280 3.6% 0.0060 0.8% 33% False False 358
40 0.8000 0.7589 0.0411 5.3% 0.0057 0.7% 30% False False 245
60 0.8000 0.7579 0.0421 5.5% 0.0055 0.7% 32% False False 186
80 0.8000 0.7452 0.0548 7.1% 0.0054 0.7% 47% False False 151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 0.8446
2.618 0.8198
1.618 0.8046
1.000 0.7952
0.618 0.7894
HIGH 0.7800
0.618 0.7742
0.500 0.7724
0.382 0.7706
LOW 0.7648
0.618 0.7554
1.000 0.7496
1.618 0.7402
2.618 0.7250
4.250 0.7002
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 0.7724 0.7758
PP 0.7720 0.7743
S1 0.7716 0.7727

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

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