CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 0.7677 0.7735 0.0058 0.8% 0.7800
High 0.7732 0.7738 0.0006 0.1% 0.7868
Low 0.7675 0.7688 0.0013 0.2% 0.7648
Close 0.7704 0.7712 0.0008 0.1% 0.7712
Range 0.0057 0.0050 -0.0007 -12.3% 0.0220
ATR 0.0070 0.0068 -0.0001 -2.0% 0.0000
Volume 87 76 -11 -12.6% 4,225
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7863 0.7837 0.7740
R3 0.7813 0.7787 0.7726
R2 0.7763 0.7763 0.7721
R1 0.7737 0.7737 0.7717 0.7725
PP 0.7713 0.7713 0.7713 0.7707
S1 0.7687 0.7687 0.7707 0.7675
S2 0.7663 0.7663 0.7703
S3 0.7613 0.7637 0.7698
S4 0.7563 0.7587 0.7685
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 0.7800 0.7625 0.0175 2.3% 0.0079 1.0% 50% False False 201
10 0.7868 0.7625 0.0243 3.2% 0.0065 0.8% 36% False False 478
20 0.7899 0.7625 0.0274 3.6% 0.0064 0.8% 32% False False 362
40 0.7899 0.7589 0.0310 4.0% 0.0056 0.7% 40% False False 248
60 0.8000 0.7589 0.0411 5.3% 0.0056 0.7% 30% False False 192
80 0.8000 0.7469 0.0531 6.9% 0.0055 0.7% 46% False False 153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7951
2.618 0.7869
1.618 0.7819
1.000 0.7788
0.618 0.7769
HIGH 0.7738
0.618 0.7719
0.500 0.7713
0.382 0.7707
LOW 0.7688
0.618 0.7657
1.000 0.7638
1.618 0.7607
2.618 0.7557
4.250 0.7476
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 0.7713 0.7704
PP 0.7713 0.7697
S1 0.7712 0.7689

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

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