CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 0.7610 0.7626 0.0016 0.2% 0.7594
High 0.7646 0.7657 0.0011 0.1% 0.7668
Low 0.7582 0.7612 0.0030 0.4% 0.7533
Close 0.7629 0.7630 0.0002 0.0% 0.7629
Range 0.0064 0.0045 -0.0019 -29.7% 0.0135
ATR 0.0069 0.0067 -0.0002 -2.5% 0.0000
Volume 71,569 54,065 -17,504 -24.5% 382,158
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7768 0.7744 0.7655
R3 0.7723 0.7699 0.7642
R2 0.7678 0.7678 0.7638
R1 0.7654 0.7654 0.7634 0.7666
PP 0.7633 0.7633 0.7633 0.7639
S1 0.7609 0.7609 0.7626 0.7621
S2 0.7588 0.7588 0.7622
S3 0.7543 0.7564 0.7618
S4 0.7498 0.7519 0.7605
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8016 0.7958 0.7703
R3 0.7881 0.7822 0.7666
R2 0.7745 0.7745 0.7653
R1 0.7687 0.7687 0.7641 0.7716
PP 0.7610 0.7610 0.7610 0.7624
S1 0.7551 0.7551 0.7616 0.7581
S2 0.7474 0.7474 0.7604
S3 0.7339 0.7416 0.7591
S4 0.7203 0.7280 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7533 0.0135 1.8% 0.0073 1.0% 72% False False 75,187
10 0.7696 0.7533 0.0163 2.1% 0.0069 0.9% 60% False False 70,407
20 0.7804 0.7533 0.0271 3.6% 0.0068 0.9% 36% False False 51,043
40 0.7838 0.7533 0.0305 4.0% 0.0060 0.8% 32% False False 25,828
60 0.7838 0.7533 0.0305 4.0% 0.0062 0.8% 32% False False 17,295
80 0.7899 0.7533 0.0367 4.8% 0.0062 0.8% 27% False False 13,054
100 0.7899 0.7533 0.0367 4.8% 0.0060 0.8% 27% False False 10,475
120 0.8000 0.7533 0.0467 6.1% 0.0060 0.8% 21% False False 8,748
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7848
2.618 0.7774
1.618 0.7729
1.000 0.7701
0.618 0.7684
HIGH 0.7657
0.618 0.7639
0.500 0.7634
0.382 0.7629
LOW 0.7612
0.618 0.7584
1.000 0.7567
1.618 0.7539
2.618 0.7494
4.250 0.7420
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 0.7634 0.7628
PP 0.7633 0.7627
S1 0.7631 0.7625

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

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