CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 07-Dec-2016

Day Change Summary
	Previous	Current
	06-Dec-2016	07-Dec-2016	Change	Change %	Previous Week
Open	0.7538	0.7532	-0.0007	-0.1%	0.7400
High	0.7547	0.7564	0.0017	0.2%	0.7546
Low	0.7513	0.7521	0.0009	0.1%	0.7388
Close	0.7524	0.7553	0.0029	0.4%	0.7521
Range	0.0034	0.0043	0.0008	25.0%	0.0158
ATR	0.0057	0.0056	-0.0001	-1.8%	0.0000
Volume	48,241	50,058	1,817	3.8%	408,701

Daily Pivots for day following 07-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7673	0.7656	0.7576
R3	0.7631	0.7613	0.7565
R2	0.7588	0.7588	0.7561
R1	0.7571	0.7571	0.7557	0.7580
PP	0.7546	0.7546	0.7546	0.7550
S1	0.7528	0.7528	0.7549	0.7537
S2	0.7503	0.7503	0.7545
S3	0.7461	0.7486	0.7541
S4	0.7418	0.7443	0.7530

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7957	0.7896	0.7607
R3	0.7800	0.7739	0.7564
R2	0.7642	0.7642	0.7549
R1	0.7581	0.7581	0.7535	0.7612
PP	0.7485	0.7485	0.7485	0.7500
S1	0.7424	0.7424	0.7506	0.7454
S2	0.7327	0.7327	0.7492
S3	0.7170	0.7266	0.7477
S4	0.7012	0.7109	0.7434

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7564	0.7443	0.0121	1.6%	0.0052	0.7%	91%	True	False	62,513
10	0.7564	0.7388	0.0176	2.3%	0.0056	0.7%	94%	True	False	69,162
20	0.7564	0.7361	0.0203	2.7%	0.0061	0.8%	95%	True	False	75,527
40	0.7704	0.7361	0.0343	4.5%	0.0056	0.7%	56%	False	False	73,454
60	0.7704	0.7361	0.0343	4.5%	0.0058	0.8%	56%	False	False	71,798
80	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	40%	False	False	54,853
100	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	40%	False	False	43,932
120	0.7868	0.7361	0.0508	6.7%	0.0060	0.8%	38%	False	False	36,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7744
2.618	0.7675
1.618	0.7632
1.000	0.7606
0.618	0.7590
HIGH	0.7564
0.618	0.7547
0.500	0.7542
0.382	0.7537
LOW	0.7521
0.618	0.7495
1.000	0.7479
1.618	0.7452
2.618	0.7410
4.250	0.7340

Fisher Pivots for day following 07-Dec-2016
Pivot	1 day	3 day
R1	0.7549	0.7544
PP	0.7546	0.7535
S1	0.7542	0.7526

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