CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 0.7615 0.7619 0.0003 0.0% 0.7541
High 0.7625 0.7704 0.0079 1.0% 0.7636
Low 0.7588 0.7614 0.0026 0.3% 0.7518
Close 0.7619 0.7629 0.0009 0.1% 0.7622
Range 0.0037 0.0090 0.0053 143.2% 0.0118
ATR 0.0063 0.0064 0.0002 3.1% 0.0000
Volume 52,069 65,426 13,357 25.7% 346,570
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7919 0.7864 0.7678
R3 0.7829 0.7774 0.7653
R2 0.7739 0.7739 0.7645
R1 0.7684 0.7684 0.7637 0.7711
PP 0.7649 0.7649 0.7649 0.7662
S1 0.7594 0.7594 0.7620 0.7621
S2 0.7559 0.7559 0.7612
S3 0.7469 0.7504 0.7604
S4 0.7379 0.7414 0.7579
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 0.7704 0.7518 0.0186 2.4% 0.0062 0.8% 60% True False 66,671
10 0.7704 0.7511 0.0193 2.5% 0.0061 0.8% 61% True False 69,375
20 0.7704 0.7511 0.0193 2.5% 0.0067 0.9% 61% True False 70,054
40 0.7804 0.7511 0.0293 3.8% 0.0062 0.8% 40% False False 44,491
60 0.7838 0.7511 0.0328 4.3% 0.0061 0.8% 36% False False 29,783
80 0.7838 0.7511 0.0328 4.3% 0.0062 0.8% 36% False False 22,382
100 0.7899 0.7511 0.0389 5.1% 0.0061 0.8% 30% False False 17,977
120 0.8000 0.7511 0.0490 6.4% 0.0060 0.8% 24% False False 15,003
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 0.0011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8086
2.618 0.7939
1.618 0.7849
1.000 0.7794
0.618 0.7759
HIGH 0.7704
0.618 0.7669
0.500 0.7659
0.382 0.7648
LOW 0.7614
0.618 0.7558
1.000 0.7524
1.618 0.7468
2.618 0.7378
4.250 0.7231
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 0.7659 0.7635
PP 0.7649 0.7633
S1 0.7639 0.7631

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

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