CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 0.7685 0.7718 0.0033 0.4% 0.7675
High 0.7724 0.7765 0.0041 0.5% 0.7770
Low 0.7668 0.7681 0.0013 0.2% 0.7625
Close 0.7720 0.7681 -0.0039 -0.5% 0.7744
Range 0.0056 0.0084 0.0028 50.0% 0.0145
ATR 0.0069 0.0070 0.0001 1.6% 0.0000
Volume 185 217 32 17.3% 465
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7961 0.7905 0.7727
R3 0.7877 0.7821 0.7704
R2 0.7793 0.7793 0.7696
R1 0.7737 0.7737 0.7689 0.7723
PP 0.7709 0.7709 0.7709 0.7702
S1 0.7653 0.7653 0.7673 0.7639
S2 0.7625 0.7625 0.7666
S3 0.7541 0.7569 0.7658
S4 0.7457 0.7485 0.7635
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% 0.0068 0.9% 11% False False 128
10 0.7868 0.7625 0.0243 3.2% 0.0075 1.0% 23% False False 186
20 0.7899 0.7625 0.0274 3.6% 0.0065 0.8% 20% False False 336
40 0.7899 0.7589 0.0310 4.0% 0.0059 0.8% 30% False False 247
60 0.8000 0.7589 0.0411 5.4% 0.0058 0.8% 22% False False 200
80 0.8000 0.7479 0.0521 6.8% 0.0055 0.7% 39% False False 158
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8122
2.618 0.7985
1.618 0.7901
1.000 0.7849
0.618 0.7817
HIGH 0.7765
0.618 0.7733
0.500 0.7723
0.382 0.7713
LOW 0.7681
0.618 0.7629
1.000 0.7597
1.618 0.7545
2.618 0.7461
4.250 0.7324
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 0.7723 0.7729
PP 0.7709 0.7713
S1 0.7695 0.7697

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

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