CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 0.7470 0.7461 -0.0009 -0.1% 0.7499
High 0.7492 0.7479 -0.0013 -0.2% 0.7530
Low 0.7447 0.7452 0.0005 0.1% 0.7447
Close 0.7471 0.7453 -0.0018 -0.2% 0.7471
Range 0.0045 0.0028 -0.0017 -38.9% 0.0083
ATR 0.0059 0.0057 -0.0002 -3.8% 0.0000
Volume 86,406 57,141 -29,265 -33.9% 364,052
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7544 0.7526 0.7468
R3 0.7516 0.7498 0.7460
R2 0.7489 0.7489 0.7458
R1 0.7471 0.7471 0.7455 0.7466
PP 0.7461 0.7461 0.7461 0.7459
S1 0.7443 0.7443 0.7450 0.7438
S2 0.7434 0.7434 0.7447
S3 0.7406 0.7416 0.7445
S4 0.7379 0.7388 0.7437
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 0.7518 0.7447 0.0071 0.9% 0.0036 0.5% 8% False False 69,672
10 0.7704 0.7447 0.0256 3.4% 0.0055 0.7% 2% False False 76,022
20 0.7704 0.7447 0.0256 3.4% 0.0057 0.8% 2% False False 72,324
40 0.7804 0.7447 0.0356 4.8% 0.0062 0.8% 2% False False 61,683
60 0.7838 0.7447 0.0391 5.2% 0.0059 0.8% 1% False False 41,326
80 0.7838 0.7447 0.0391 5.2% 0.0060 0.8% 1% False False 31,053
100 0.7899 0.7447 0.0452 6.1% 0.0061 0.8% 1% False False 24,908
120 0.7899 0.7447 0.0452 6.1% 0.0060 0.8% 1% False False 20,783
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.7596
2.618 0.7551
1.618 0.7523
1.000 0.7507
0.618 0.7496
HIGH 0.7479
0.618 0.7468
0.500 0.7465
0.382 0.7462
LOW 0.7452
0.618 0.7435
1.000 0.7424
1.618 0.7407
2.618 0.7380
4.250 0.7335
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 0.7465 0.7470
PP 0.7461 0.7464
S1 0.7457 0.7458

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

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