CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 0.7735 0.7720 -0.0015 -0.2% 0.7675
High 0.7738 0.7770 0.0032 0.4% 0.7770
Low 0.7688 0.7720 0.0032 0.4% 0.7625
Close 0.7712 0.7744 0.0032 0.4% 0.7744
Range 0.0050 0.0050 0.0000 0.0% 0.0145
ATR 0.0068 0.0068 -0.0001 -1.1% 0.0000
Volume 76 39 -37 -48.7% 465
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7895 0.7869 0.7772
R3 0.7845 0.7819 0.7758
R2 0.7795 0.7795 0.7753
R1 0.7769 0.7769 0.7749 0.7782
PP 0.7745 0.7745 0.7745 0.7751
S1 0.7719 0.7719 0.7739 0.7732
S2 0.7695 0.7695 0.7735
S3 0.7645 0.7669 0.7730
S4 0.7595 0.7619 0.7717
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8148 0.8091 0.7824
R3 0.8003 0.7946 0.7784
R2 0.7858 0.7858 0.7771
R1 0.7801 0.7801 0.7757 0.7830
PP 0.7713 0.7713 0.7713 0.7727
S1 0.7656 0.7656 0.7731 0.7685
S2 0.7568 0.7568 0.7717
S3 0.7423 0.7511 0.7704
S4 0.7278 0.7366 0.7664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7770 0.7625 0.0145 1.9% 0.0059 0.8% 82% True False 93
10 0.7868 0.7625 0.0243 3.1% 0.0062 0.8% 49% False False 469
20 0.7899 0.7625 0.0274 3.5% 0.0062 0.8% 43% False False 344
40 0.7899 0.7589 0.0310 4.0% 0.0056 0.7% 50% False False 247
60 0.8000 0.7589 0.0411 5.3% 0.0057 0.7% 38% False False 193
80 0.8000 0.7469 0.0531 6.9% 0.0055 0.7% 52% False False 153
Crabel Price Patterns
NR False
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 0.0008
Fibonacci Retracements and Extensions
4.250 0.7983
2.618 0.7901
1.618 0.7851
1.000 0.7820
0.618 0.7801
HIGH 0.7770
0.618 0.7751
0.500 0.7745
0.382 0.7739
LOW 0.7720
0.618 0.7689
1.000 0.7670
1.618 0.7639
2.618 0.7589
4.250 0.7508
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 0.7745 0.7737
PP 0.7745 0.7730
S1 0.7744 0.7723

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

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