CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 0.7538 0.7583 0.0045 0.6% 0.7541
High 0.7587 0.7636 0.0049 0.6% 0.7636
Low 0.7518 0.7567 0.0049 0.7% 0.7518
Close 0.7585 0.7622 0.0038 0.5% 0.7622
Range 0.0070 0.0069 -0.0001 -0.7% 0.0118
ATR 0.0064 0.0064 0.0000 0.5% 0.0000
Volume 71,074 79,851 8,777 12.3% 346,570
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7815 0.7788 0.7660
R3 0.7746 0.7719 0.7641
R2 0.7677 0.7677 0.7635
R1 0.7650 0.7650 0.7628 0.7664
PP 0.7608 0.7608 0.7608 0.7615
S1 0.7581 0.7581 0.7616 0.7595
S2 0.7539 0.7539 0.7609
S3 0.7470 0.7512 0.7603
S4 0.7401 0.7443 0.7584
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7947 0.7903 0.7687
R3 0.7829 0.7785 0.7655
R2 0.7710 0.7710 0.7644
R1 0.7666 0.7666 0.7633 0.7688
PP 0.7592 0.7592 0.7592 0.7603
S1 0.7548 0.7548 0.7611 0.7570
S2 0.7473 0.7473 0.7600
S3 0.7355 0.7429 0.7589
S4 0.7236 0.7311 0.7557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7636 0.7518 0.0118 1.6% 0.0065 0.9% 88% True False 69,314
10 0.7657 0.7511 0.0146 1.9% 0.0059 0.8% 76% False False 68,825
20 0.7696 0.7511 0.0186 2.4% 0.0064 0.8% 60% False False 69,635
40 0.7825 0.7511 0.0314 4.1% 0.0062 0.8% 36% False False 41,568
60 0.7838 0.7511 0.0328 4.3% 0.0061 0.8% 34% False False 27,841
80 0.7868 0.7511 0.0358 4.7% 0.0063 0.8% 31% False False 20,924
100 0.7899 0.7511 0.0389 5.1% 0.0061 0.8% 29% False False 16,808
120 0.8000 0.7511 0.0490 6.4% 0.0060 0.8% 23% False False 14,025
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7929
2.618 0.7817
1.618 0.7748
1.000 0.7705
0.618 0.7679
HIGH 0.7636
0.618 0.7610
0.500 0.7602
0.382 0.7593
LOW 0.7567
0.618 0.7524
1.000 0.7498
1.618 0.7455
2.618 0.7386
4.250 0.7274
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 0.7615 0.7607
PP 0.7608 0.7592
S1 0.7602 0.7577

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

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