CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 29-Nov-2016

Day Change Summary
	Previous	Current
	28-Nov-2016	29-Nov-2016	Change	Change %	Previous Week
Open	0.7400	0.7463	0.0063	0.8%	0.7408
High	0.7467	0.7464	-0.0003	0.0%	0.7476
Low	0.7388	0.7419	0.0031	0.4%	0.7390
Close	0.7454	0.7456	0.0001	0.0%	0.7398
Range	0.0079	0.0044	-0.0034	-43.3%	0.0086
ATR	0.0058	0.0057	-0.0001	-1.6%	0.0000
Volume	77,294	73,071	-4,223	-5.5%	263,468

Daily Pivots for day following 29-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7579	0.7562	0.7480
R3	0.7535	0.7517	0.7468
R2	0.7490	0.7490	0.7464
R1	0.7473	0.7473	0.7460	0.7460
PP	0.7446	0.7446	0.7446	0.7439
S1	0.7429	0.7429	0.7451	0.7415
S2	0.7402	0.7402	0.7447
S3	0.7357	0.7384	0.7443
S4	0.7313	0.7340	0.7431

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7681	0.7626	0.7446
R3	0.7594	0.7539	0.7422
R2	0.7508	0.7508	0.7414
R1	0.7453	0.7453	0.7406	0.7437
PP	0.7421	0.7421	0.7421	0.7413
S1	0.7366	0.7366	0.7390	0.7351
S2	0.7335	0.7335	0.7382
S3	0.7248	0.7280	0.7374
S4	0.7162	0.7193	0.7350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7476	0.7388	0.0088	1.2%	0.0054	0.7%	77%	False	False	68,641
10	0.7476	0.7374	0.0103	1.4%	0.0057	0.8%	80%	False	False	69,352
20	0.7542	0.7361	0.0181	2.4%	0.0056	0.8%	52%	False	False	74,540
40	0.7704	0.7361	0.0343	4.6%	0.0056	0.8%	28%	False	False	73,432
60	0.7804	0.7361	0.0443	5.9%	0.0060	0.8%	21%	False	False	65,969
80	0.7838	0.7361	0.0478	6.4%	0.0058	0.8%	20%	False	False	49,630
100	0.7838	0.7361	0.0478	6.4%	0.0059	0.8%	20%	False	False	39,750
120	0.7899	0.7361	0.0539	7.2%	0.0060	0.8%	18%	False	False	33,180

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7653
2.618	0.7580
1.618	0.7535
1.000	0.7508
0.618	0.7491
HIGH	0.7464
0.618	0.7447
0.500	0.7441
0.382	0.7436
LOW	0.7419
0.618	0.7392
1.000	0.7375
1.618	0.7347
2.618	0.7303
4.250	0.7230

Fisher Pivots for day following 29-Nov-2016
Pivot	1 day	3 day
R1	0.7451	0.7446
PP	0.7446	0.7437
S1	0.7441	0.7427

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols