CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 0.7564 0.7580 0.0016 0.2% 0.7570
High 0.7600 0.7651 0.0052 0.7% 0.7696
Low 0.7533 0.7540 0.0007 0.1% 0.7555
Close 0.7571 0.7644 0.0073 1.0% 0.7597
Range 0.0067 0.0111 0.0045 66.4% 0.0141
ATR 0.0065 0.0068 0.0003 5.1% 0.0000
Volume 78,446 85,240 6,794 8.7% 322,300
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7946 0.7906 0.7705
R3 0.7834 0.7795 0.7674
R2 0.7723 0.7723 0.7664
R1 0.7683 0.7683 0.7654 0.7703
PP 0.7611 0.7611 0.7611 0.7621
S1 0.7572 0.7572 0.7633 0.7592
S2 0.7500 0.7500 0.7623
S3 0.7388 0.7460 0.7613
S4 0.7277 0.7349 0.7582
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8039 0.7959 0.7674
R3 0.7898 0.7818 0.7635
R2 0.7757 0.7757 0.7622
R1 0.7677 0.7677 0.7609 0.7717
PP 0.7616 0.7616 0.7616 0.7636
S1 0.7536 0.7536 0.7584 0.7576
S2 0.7475 0.7475 0.7571
S3 0.7334 0.7395 0.7558
S4 0.7193 0.7254 0.7519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7696 0.7533 0.0163 2.1% 0.0078 1.0% 68% False False 73,216
10 0.7696 0.7533 0.0163 2.1% 0.0067 0.9% 68% False False 68,616
20 0.7804 0.7533 0.0271 3.5% 0.0066 0.9% 41% False False 40,675
40 0.7838 0.7533 0.0305 4.0% 0.0061 0.8% 36% False False 20,551
60 0.7838 0.7533 0.0305 4.0% 0.0061 0.8% 36% False False 13,767
80 0.7899 0.7533 0.0367 4.8% 0.0062 0.8% 30% False False 10,412
100 0.7899 0.7533 0.0367 4.8% 0.0060 0.8% 30% False False 8,359
120 0.8000 0.7533 0.0467 6.1% 0.0060 0.8% 24% False False 6,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 0.8125
2.618 0.7943
1.618 0.7831
1.000 0.7762
0.618 0.7720
HIGH 0.7651
0.618 0.7608
0.500 0.7595
0.382 0.7582
LOW 0.7540
0.618 0.7471
1.000 0.7428
1.618 0.7359
2.618 0.7248
4.250 0.7066
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 0.7627 0.7626
PP 0.7611 0.7609
S1 0.7595 0.7592

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

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