CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 22-Sep-2016

Day Change Summary
	Previous	Current
	21-Sep-2016	22-Sep-2016	Change	Change %	Previous Week
Open	0.7585	0.7639	0.0054	0.7%	0.7669
High	0.7638	0.7696	0.0058	0.8%	0.7679
Low	0.7557	0.7637	0.0080	1.1%	0.7552
Close	0.7607	0.7659	0.0052	0.7%	0.7572
Range	0.0082	0.0059	-0.0022	-27.0%	0.0127
ATR	0.0061	0.0063	0.0002	3.3%	0.0000
Volume	71,072	58,640	-12,432	-17.5%	241,232

Daily Pivots for day following 22-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7842	0.7810	0.7691
R3	0.7783	0.7750	0.7675
R2	0.7723	0.7723	0.7669
R1	0.7691	0.7691	0.7664	0.7707
PP	0.7664	0.7664	0.7664	0.7672
S1	0.7631	0.7631	0.7653	0.7648
S2	0.7604	0.7604	0.7648
S3	0.7545	0.7572	0.7642
S4	0.7485	0.7512	0.7626

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7903	0.7642
R3	0.7854	0.7776	0.7607
R2	0.7727	0.7727	0.7595
R1	0.7650	0.7650	0.7584	0.7625
PP	0.7601	0.7601	0.7601	0.7589
S1	0.7523	0.7523	0.7560	0.7499
S2	0.7474	0.7474	0.7549
S3	0.7348	0.7397	0.7537
S4	0.7221	0.7270	0.7502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7552	0.0144	1.9%	0.0057	0.7%	74%	True	False	64,971
10	0.7765	0.7552	0.0213	2.8%	0.0064	0.8%	50%	False	False	48,652
20	0.7804	0.7552	0.0252	3.3%	0.0061	0.8%	42%	False	False	25,380
40	0.7838	0.7552	0.0286	3.7%	0.0060	0.8%	37%	False	False	12,884
60	0.7838	0.7550	0.0288	3.8%	0.0060	0.8%	38%	False	False	8,649
80	0.7899	0.7550	0.0349	4.6%	0.0061	0.8%	31%	False	False	6,577
100	0.7980	0.7550	0.0430	5.6%	0.0060	0.8%	25%	False	False	5,289
120	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	24%	False	False	4,419

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	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7949
2.618	0.7852
1.618	0.7792
1.000	0.7755
0.618	0.7733
HIGH	0.7696
0.618	0.7673
0.500	0.7666
0.382	0.7659
LOW	0.7637
0.618	0.7600
1.000	0.7577
1.618	0.7540
2.618	0.7481
4.250	0.7384

Fisher Pivots for day following 22-Sep-2016
Pivot	1 day	3 day
R1	0.7666	0.7648
PP	0.7664	0.7637
S1	0.7661	0.7626

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols