CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 0.7746 0.7685 -0.0061 -0.8% 0.7675
High 0.7789 0.7724 -0.0065 -0.8% 0.7770
Low 0.7688 0.7668 -0.0020 -0.3% 0.7625
Close 0.7702 0.7720 0.0018 0.2% 0.7744
Range 0.0101 0.0056 -0.0045 -44.6% 0.0145
ATR 0.0070 0.0069 -0.0001 -1.4% 0.0000
Volume 126 185 59 46.8% 465
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7872 0.7852 0.7751
R3 0.7816 0.7796 0.7735
R2 0.7760 0.7760 0.7730
R1 0.7740 0.7740 0.7725 0.7750
PP 0.7704 0.7704 0.7704 0.7709
S1 0.7684 0.7684 0.7715 0.7694
S2 0.7648 0.7648 0.7710
S3 0.7592 0.7628 0.7705
S4 0.7536 0.7572 0.7689
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 0.7668 0.0121 1.6% 0.0063 0.8% 43% False True 102
10 0.7868 0.7625 0.0243 3.1% 0.0072 0.9% 39% False False 440
20 0.7899 0.7625 0.0274 3.5% 0.0063 0.8% 35% False False 333
40 0.7899 0.7589 0.0310 4.0% 0.0057 0.7% 42% False False 249
60 0.8000 0.7589 0.0411 5.3% 0.0058 0.8% 32% False False 196
80 0.8000 0.7479 0.0521 6.7% 0.0055 0.7% 46% False False 156
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 True
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7962
2.618 0.7871
1.618 0.7815
1.000 0.7780
0.618 0.7759
HIGH 0.7724
0.618 0.7703
0.500 0.7696
0.382 0.7689
LOW 0.7668
0.618 0.7633
1.000 0.7612
1.618 0.7577
2.618 0.7521
4.250 0.7430
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 0.7712 0.7729
PP 0.7704 0.7726
S1 0.7696 0.7723

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

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