CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 0.7675 0.7666 -0.0009 -0.1% 0.7800
High 0.7690 0.7711 0.0021 0.3% 0.7868
Low 0.7625 0.7640 0.0015 0.2% 0.7648
Close 0.7636 0.7663 0.0027 0.4% 0.7712
Range 0.0065 0.0071 0.0006 9.2% 0.0220
ATR 0.0069 0.0070 0.0000 0.6% 0.0000
Volume 189 74 -115 -60.8% 4,225
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7884 0.7845 0.7702
R3 0.7813 0.7774 0.7683
R2 0.7742 0.7742 0.7676
R1 0.7703 0.7703 0.7670 0.7687
PP 0.7671 0.7671 0.7671 0.7664
S1 0.7632 0.7632 0.7656 0.7616
S2 0.7600 0.7600 0.7650
S3 0.7529 0.7561 0.7643
S4 0.7458 0.7490 0.7624
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% 0.0082 1.1% 16% False False 778
10 0.7868 0.7625 0.0243 3.2% 0.0070 0.9% 16% False False 496
20 0.7899 0.7624 0.0275 3.6% 0.0061 0.8% 14% False False 361
40 0.7980 0.7589 0.0391 5.1% 0.0059 0.8% 19% False False 250
60 0.8000 0.7579 0.0421 5.5% 0.0055 0.7% 20% False False 190
80 0.8000 0.7469 0.0531 6.9% 0.0055 0.7% 37% False False 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8013
2.618 0.7897
1.618 0.7826
1.000 0.7782
0.618 0.7755
HIGH 0.7711
0.618 0.7684
0.500 0.7676
0.382 0.7667
LOW 0.7640
0.618 0.7596
1.000 0.7569
1.618 0.7525
2.618 0.7454
4.250 0.7338
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 0.7676 0.7713
PP 0.7671 0.7696
S1 0.7667 0.7680

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

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