CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 0.7445 0.7398 -0.0047 -0.6% 0.7398
High 0.7465 0.7413 -0.0052 -0.7% 0.7465
Low 0.7395 0.7374 -0.0021 -0.3% 0.7361
Close 0.7410 0.7406 -0.0005 -0.1% 0.7406
Range 0.0070 0.0040 -0.0031 -43.6% 0.0104
ATR 0.0058 0.0057 -0.0001 -2.3% 0.0000
Volume 65,838 69,064 3,226 4.9% 357,106
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7516 0.7500 0.7427
R3 0.7476 0.7461 0.7416
R2 0.7437 0.7437 0.7413
R1 0.7421 0.7421 0.7409 0.7429
PP 0.7397 0.7397 0.7397 0.7401
S1 0.7382 0.7382 0.7402 0.7390
S2 0.7358 0.7358 0.7398
S3 0.7318 0.7342 0.7395
S4 0.7279 0.7303 0.7384
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7722 0.7668 0.7463
R3 0.7618 0.7564 0.7434
R2 0.7514 0.7514 0.7425
R1 0.7460 0.7460 0.7415 0.7487
PP 0.7410 0.7410 0.7410 0.7424
S1 0.7356 0.7356 0.7396 0.7383
S2 0.7306 0.7306 0.7386
S3 0.7202 0.7252 0.7377
S4 0.7098 0.7148 0.7348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7465 0.7361 0.0104 1.4% 0.0053 0.7% 43% False False 71,421
10 0.7542 0.7361 0.0181 2.4% 0.0064 0.9% 25% False False 78,702
20 0.7542 0.7361 0.0181 2.4% 0.0051 0.7% 25% False False 74,908
40 0.7704 0.7361 0.0343 4.6% 0.0059 0.8% 13% False False 73,992
60 0.7804 0.7361 0.0443 6.0% 0.0060 0.8% 10% False False 59,173
80 0.7838 0.7361 0.0478 6.4% 0.0060 0.8% 9% False False 44,480
100 0.7838 0.7361 0.0478 6.4% 0.0060 0.8% 9% False False 35,620
120 0.7899 0.7361 0.0539 7.3% 0.0060 0.8% 8% False False 29,744
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7581
2.618 0.7516
1.618 0.7477
1.000 0.7453
0.618 0.7437
HIGH 0.7413
0.618 0.7398
0.500 0.7393
0.382 0.7389
LOW 0.7374
0.618 0.7349
1.000 0.7334
1.618 0.7310
2.618 0.7270
4.250 0.7206
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 0.7401 0.7419
PP 0.7397 0.7415
S1 0.7393 0.7410

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

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