CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 0.7668 0.7636 -0.0032 -0.4% 0.7746
High 0.7671 0.7705 0.0034 0.4% 0.7789
Low 0.7615 0.7630 0.0015 0.2% 0.7645
Close 0.7617 0.7682 0.0065 0.9% 0.7667
Range 0.0056 0.0075 0.0019 33.0% 0.0144
ATR 0.0067 0.0069 0.0001 2.2% 0.0000
Volume 306 88 -218 -71.2% 680
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7896 0.7863 0.7723
R3 0.7821 0.7789 0.7702
R2 0.7747 0.7747 0.7696
R1 0.7714 0.7714 0.7689 0.7731
PP 0.7672 0.7672 0.7672 0.7680
S1 0.7640 0.7640 0.7675 0.7656
S2 0.7598 0.7598 0.7668
S3 0.7523 0.7565 0.7662
S4 0.7449 0.7491 0.7641
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 0.7765 0.7615 0.0150 2.0% 0.0063 0.8% 45% False False 189
10 0.7789 0.7615 0.0174 2.3% 0.0064 0.8% 39% False False 135
20 0.7868 0.7615 0.0253 3.3% 0.0065 0.8% 26% False False 326
40 0.7899 0.7589 0.0310 4.0% 0.0059 0.8% 30% False False 248
60 0.8000 0.7589 0.0411 5.4% 0.0059 0.8% 23% False False 205
80 0.8000 0.7532 0.0468 6.1% 0.0054 0.7% 32% 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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8021
2.618 0.7900
1.618 0.7825
1.000 0.7779
0.618 0.7751
HIGH 0.7705
0.618 0.7676
0.500 0.7667
0.382 0.7658
LOW 0.7630
0.618 0.7584
1.000 0.7555
1.618 0.7509
2.618 0.7435
4.250 0.7313
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 0.7677 0.7675
PP 0.7672 0.7667
S1 0.7667 0.7660

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

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