CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 0.7473 0.7466 -0.0007 -0.1% 0.7461
High 0.7486 0.7472 -0.0013 -0.2% 0.7491
Low 0.7463 0.7428 -0.0035 -0.5% 0.7428
Close 0.7474 0.7460 -0.0013 -0.2% 0.7460
Range 0.0023 0.0045 0.0022 93.5% 0.0064
ATR 0.0052 0.0052 0.0000 -0.8% 0.0000
Volume 51,599 88,244 36,645 71.0% 347,099
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7587 0.7568 0.7484
R3 0.7542 0.7523 0.7472
R2 0.7498 0.7498 0.7468
R1 0.7479 0.7479 0.7464 0.7466
PP 0.7453 0.7453 0.7453 0.7447
S1 0.7434 0.7434 0.7456 0.7422
S2 0.7409 0.7409 0.7452
S3 0.7364 0.7390 0.7448
S4 0.7320 0.7345 0.7436
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7650 0.7619 0.7495
R3 0.7587 0.7555 0.7477
R2 0.7523 0.7523 0.7472
R1 0.7492 0.7492 0.7466 0.7476
PP 0.7460 0.7460 0.7460 0.7452
S1 0.7428 0.7428 0.7454 0.7412
S2 0.7396 0.7396 0.7448
S3 0.7333 0.7365 0.7443
S4 0.7269 0.7301 0.7425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7491 0.7428 0.0064 0.9% 0.0034 0.5% 51% False True 69,419
10 0.7530 0.7428 0.0102 1.4% 0.0039 0.5% 32% False True 71,115
20 0.7704 0.7428 0.0276 3.7% 0.0053 0.7% 12% False True 72,440
40 0.7704 0.7428 0.0276 3.7% 0.0058 0.8% 12% False True 68,404
60 0.7838 0.7428 0.0411 5.5% 0.0058 0.8% 8% False True 46,140
80 0.7838 0.7428 0.0411 5.5% 0.0059 0.8% 8% False True 34,667
100 0.7868 0.7428 0.0441 5.9% 0.0061 0.8% 7% False True 27,798
120 0.7899 0.7428 0.0472 6.3% 0.0059 0.8% 7% False True 23,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7589
1.618 0.7544
1.000 0.7517
0.618 0.7500
HIGH 0.7472
0.618 0.7455
0.500 0.7450
0.382 0.7444
LOW 0.7428
0.618 0.7400
1.000 0.7383
1.618 0.7355
2.618 0.7311
4.250 0.7238
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 0.7457 0.7459
PP 0.7453 0.7458
S1 0.7450 0.7458

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

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