CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 0.7682 0.7668 -0.0014 -0.2% 0.7746
High 0.7688 0.7671 -0.0017 -0.2% 0.7789
Low 0.7645 0.7615 -0.0030 -0.4% 0.7645
Close 0.7667 0.7617 -0.0050 -0.7% 0.7667
Range 0.0043 0.0056 0.0013 30.2% 0.0144
ATR 0.0068 0.0067 -0.0001 -1.3% 0.0000
Volume 152 306 154 101.3% 680
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7802 0.7765 0.7647
R3 0.7746 0.7709 0.7632
R2 0.7690 0.7690 0.7627
R1 0.7653 0.7653 0.7622 0.7644
PP 0.7634 0.7634 0.7634 0.7629
S1 0.7597 0.7597 0.7611 0.7588
S2 0.7578 0.7578 0.7606
S3 0.7522 0.7541 0.7601
S4 0.7466 0.7485 0.7586
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8132 0.8044 0.7746
R3 0.7988 0.7900 0.7707
R2 0.7844 0.7844 0.7693
R1 0.7756 0.7756 0.7680 0.7728
PP 0.7700 0.7700 0.7700 0.7687
S1 0.7612 0.7612 0.7654 0.7584
S2 0.7556 0.7556 0.7641
S3 0.7412 0.7468 0.7627
S4 0.7268 0.7324 0.7588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7789 0.7615 0.0174 2.3% 0.0068 0.9% 1% False True 197
10 0.7789 0.7615 0.0174 2.3% 0.0063 0.8% 1% False True 145
20 0.7868 0.7615 0.0253 3.3% 0.0064 0.8% 1% False True 331
40 0.7899 0.7589 0.0310 4.1% 0.0058 0.8% 9% False False 248
60 0.8000 0.7589 0.0411 5.4% 0.0058 0.8% 7% False False 204
80 0.8000 0.7532 0.0468 6.1% 0.0054 0.7% 18% False False 163
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7909
2.618 0.7818
1.618 0.7762
1.000 0.7727
0.618 0.7706
HIGH 0.7671
0.618 0.7650
0.500 0.7643
0.382 0.7636
LOW 0.7615
0.618 0.7580
1.000 0.7559
1.618 0.7524
2.618 0.7468
4.250 0.7377
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 0.7643 0.7690
PP 0.7634 0.7666
S1 0.7625 0.7641

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

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