CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 0.7800 0.7675 -0.0125 -1.6% 0.7800
High 0.7800 0.7690 -0.0110 -1.4% 0.7868
Low 0.7648 0.7625 -0.0023 -0.3% 0.7648
Close 0.7712 0.7636 -0.0076 -1.0% 0.7712
Range 0.0152 0.0065 -0.0087 -57.2% 0.0220
ATR 0.0068 0.0069 0.0001 2.0% 0.0000
Volume 583 189 -394 -67.6% 4,225
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7845 0.7806 0.7672
R3 0.7780 0.7741 0.7654
R2 0.7715 0.7715 0.7648
R1 0.7676 0.7676 0.7642 0.7663
PP 0.7650 0.7650 0.7650 0.7644
S1 0.7611 0.7611 0.7630 0.7598
S2 0.7585 0.7585 0.7624
S3 0.7520 0.7546 0.7618
S4 0.7455 0.7481 0.7600
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 0.7625 0.0243 3.2% 0.0073 1.0% 5% False True 785
10 0.7868 0.7625 0.0243 3.2% 0.0066 0.9% 5% False True 517
20 0.7899 0.7619 0.0280 3.7% 0.0062 0.8% 6% False False 365
40 0.7988 0.7589 0.0399 5.2% 0.0057 0.8% 12% False False 249
60 0.8000 0.7579 0.0421 5.5% 0.0054 0.7% 14% False False 189
80 0.8000 0.7469 0.0531 7.0% 0.0054 0.7% 31% False False 153
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7966
2.618 0.7860
1.618 0.7795
1.000 0.7755
0.618 0.7730
HIGH 0.7690
0.618 0.7665
0.500 0.7658
0.382 0.7650
LOW 0.7625
0.618 0.7585
1.000 0.7560
1.618 0.7520
2.618 0.7455
4.250 0.7349
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 0.7658 0.7747
PP 0.7650 0.7710
S1 0.7643 0.7673

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

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