CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 0.7720 0.7746 0.0026 0.3% 0.7675
High 0.7770 0.7789 0.0019 0.2% 0.7770
Low 0.7720 0.7688 -0.0032 -0.4% 0.7625
Close 0.7744 0.7702 -0.0042 -0.5% 0.7744
Range 0.0050 0.0101 0.0051 102.0% 0.0145
ATR 0.0068 0.0070 0.0002 3.5% 0.0000
Volume 39 126 87 223.1% 465
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8029 0.7967 0.7758
R3 0.7928 0.7866 0.7730
R2 0.7827 0.7827 0.7721
R1 0.7765 0.7765 0.7711 0.7746
PP 0.7726 0.7726 0.7726 0.7717
S1 0.7664 0.7664 0.7693 0.7645
S2 0.7625 0.7625 0.7683
S3 0.7524 0.7563 0.7674
S4 0.7423 0.7462 0.7646
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 0.7789 0.7640 0.0149 1.9% 0.0066 0.9% 42% True False 80
10 0.7868 0.7625 0.0243 3.2% 0.0070 0.9% 32% False False 433
20 0.7899 0.7625 0.0274 3.6% 0.0062 0.8% 28% False False 345
40 0.7899 0.7589 0.0310 4.0% 0.0057 0.7% 36% False False 246
60 0.8000 0.7589 0.0411 5.3% 0.0058 0.7% 27% False False 194
80 0.8000 0.7479 0.0521 6.8% 0.0055 0.7% 43% False False 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8218
2.618 0.8053
1.618 0.7952
1.000 0.7890
0.618 0.7851
HIGH 0.7789
0.618 0.7750
0.500 0.7739
0.382 0.7727
LOW 0.7688
0.618 0.7626
1.000 0.7587
1.618 0.7525
2.618 0.7424
4.250 0.7259
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 0.7739 0.7739
PP 0.7726 0.7726
S1 0.7714 0.7714

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

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