CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 0.7480 0.7470 -0.0010 -0.1% 0.7499
High 0.7492 0.7492 0.0000 0.0% 0.7530
Low 0.7461 0.7447 -0.0014 -0.2% 0.7447
Close 0.7464 0.7471 0.0006 0.1% 0.7471
Range 0.0031 0.0045 0.0014 45.2% 0.0083
ATR 0.0060 0.0059 -0.0001 -1.8% 0.0000
Volume 70,515 86,406 15,891 22.5% 364,052
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7605 0.7583 0.7495
R3 0.7560 0.7538 0.7483
R2 0.7515 0.7515 0.7479
R1 0.7493 0.7493 0.7475 0.7504
PP 0.7470 0.7470 0.7470 0.7475
S1 0.7448 0.7448 0.7466 0.7459
S2 0.7425 0.7425 0.7462
S3 0.7380 0.7403 0.7458
S4 0.7335 0.7358 0.7446
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7730 0.7683 0.7516
R3 0.7647 0.7600 0.7493
R2 0.7565 0.7565 0.7486
R1 0.7518 0.7518 0.7478 0.7500
PP 0.7482 0.7482 0.7482 0.7474
S1 0.7435 0.7435 0.7463 0.7418
S2 0.7400 0.7400 0.7455
S3 0.7317 0.7353 0.7448
S4 0.7235 0.7270 0.7425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7530 0.7447 0.0083 1.1% 0.0043 0.6% 28% False True 72,810
10 0.7704 0.7447 0.0256 3.4% 0.0056 0.8% 9% False True 75,515
20 0.7704 0.7447 0.0256 3.4% 0.0058 0.8% 9% False True 72,170
40 0.7804 0.7447 0.0356 4.8% 0.0064 0.9% 7% False True 60,280
60 0.7838 0.7447 0.0391 5.2% 0.0060 0.8% 6% False True 40,383
80 0.7838 0.7447 0.0391 5.2% 0.0061 0.8% 6% False True 30,340
100 0.7899 0.7447 0.0452 6.1% 0.0061 0.8% 5% False True 24,339
120 0.7899 0.7447 0.0452 6.1% 0.0060 0.8% 5% False True 20,309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7683
2.618 0.7610
1.618 0.7565
1.000 0.7537
0.618 0.7520
HIGH 0.7492
0.618 0.7475
0.500 0.7470
0.382 0.7464
LOW 0.7447
0.618 0.7419
1.000 0.7402
1.618 0.7374
2.618 0.7329
4.250 0.7256
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 0.7470 0.7480
PP 0.7470 0.7477
S1 0.7470 0.7474

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

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