CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 0.7629 0.7586 -0.0043 -0.6% 0.7594
High 0.7631 0.7602 -0.0029 -0.4% 0.7668
Low 0.7571 0.7561 -0.0010 -0.1% 0.7533
Close 0.7580 0.7597 0.0018 0.2% 0.7629
Range 0.0061 0.0041 -0.0019 -31.4% 0.0135
ATR 0.0066 0.0065 -0.0002 -2.7% 0.0000
Volume 57,930 60,608 2,678 4.6% 382,158
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7711 0.7695 0.7620
R3 0.7669 0.7654 0.7608
R2 0.7628 0.7628 0.7605
R1 0.7613 0.7613 0.7601 0.7620
PP 0.7587 0.7587 0.7587 0.7590
S1 0.7571 0.7571 0.7593 0.7579
S2 0.7545 0.7545 0.7589
S3 0.7504 0.7530 0.7586
S4 0.7462 0.7488 0.7574
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 0.7561 0.0107 1.4% 0.0058 0.8% 34% False True 66,158
10 0.7696 0.7533 0.0163 2.2% 0.0068 0.9% 39% False False 69,687
20 0.7786 0.7533 0.0253 3.3% 0.0065 0.9% 25% False False 56,543
40 0.7838 0.7533 0.0305 4.0% 0.0061 0.8% 21% False False 28,781
60 0.7838 0.7533 0.0305 4.0% 0.0061 0.8% 21% False False 19,265
80 0.7868 0.7533 0.0335 4.4% 0.0062 0.8% 19% False False 14,530
100 0.7899 0.7533 0.0367 4.8% 0.0060 0.8% 18% False False 11,658
120 0.8000 0.7533 0.0467 6.2% 0.0060 0.8% 14% False False 9,735
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 0.0019
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7778
2.618 0.7711
1.618 0.7669
1.000 0.7643
0.618 0.7628
HIGH 0.7602
0.618 0.7586
0.500 0.7581
0.382 0.7576
LOW 0.7561
0.618 0.7535
1.000 0.7519
1.618 0.7493
2.618 0.7452
4.250 0.7384
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 0.7592 0.7609
PP 0.7587 0.7605
S1 0.7581 0.7601

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

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