CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 17-Oct-2016

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	0.7583	0.7615	0.0033	0.4%	0.7541
High	0.7636	0.7625	-0.0011	-0.1%	0.7636
Low	0.7567	0.7588	0.0021	0.3%	0.7518
Close	0.7622	0.7619	-0.0003	0.0%	0.7622
Range	0.0069	0.0037	-0.0032	-46.4%	0.0118
ATR	0.0064	0.0063	-0.0002	-3.0%	0.0000
Volume	79,851	52,069	-27,782	-34.8%	346,570

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7707	0.7639
R3	0.7685	0.7670	0.7629
R2	0.7648	0.7648	0.7626
R1	0.7633	0.7633	0.7622	0.7641
PP	0.7611	0.7611	0.7611	0.7614
S1	0.7596	0.7596	0.7616	0.7604
S2	0.7574	0.7574	0.7612
S3	0.7537	0.7559	0.7609
S4	0.7500	0.7522	0.7599

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%	0.0056	0.7%	86%	False	False	67,289
10	0.7636	0.7511	0.0126	1.6%	0.0058	0.8%	86%	False	False	68,626
20	0.7696	0.7511	0.0186	2.4%	0.0064	0.8%	58%	False	False	69,516
40	0.7804	0.7511	0.0293	3.8%	0.0061	0.8%	37%	False	False	42,865
60	0.7838	0.7511	0.0328	4.3%	0.0061	0.8%	33%	False	False	28,699
80	0.7838	0.7511	0.0328	4.3%	0.0063	0.8%	33%	False	False	21,571
100	0.7899	0.7511	0.0389	5.1%	0.0061	0.8%	28%	False	False	17,328
120	0.8000	0.7511	0.0490	6.4%	0.0060	0.8%	22%	False	False	14,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7782
2.618	0.7722
1.618	0.7685
1.000	0.7662
0.618	0.7648
HIGH	0.7625
0.618	0.7611
0.500	0.7607
0.382	0.7602
LOW	0.7588
0.618	0.7565
1.000	0.7551
1.618	0.7528
2.618	0.7491
4.250	0.7431

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	0.7615	0.7605
PP	0.7611	0.7591
S1	0.7607	0.7577

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