CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 0.7532 0.7559 0.0028 0.4% 0.7400
High 0.7564 0.7586 0.0023 0.3% 0.7546
Low 0.7521 0.7548 0.0027 0.4% 0.7388
Close 0.7553 0.7582 0.0029 0.4% 0.7521
Range 0.0043 0.0038 -0.0005 -10.6% 0.0158
ATR 0.0056 0.0055 -0.0001 -2.3% 0.0000
Volume 50,058 66,835 16,777 33.5% 408,701
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7686 0.7672 0.7603
R3 0.7648 0.7634 0.7592
R2 0.7610 0.7610 0.7589
R1 0.7596 0.7596 0.7585 0.7603
PP 0.7572 0.7572 0.7572 0.7576
S1 0.7558 0.7558 0.7579 0.7565
S2 0.7534 0.7534 0.7575
S3 0.7496 0.7520 0.7572
S4 0.7458 0.7482 0.7561
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 0.7586 0.7488 0.0098 1.3% 0.0044 0.6% 96% True False 58,255
10 0.7586 0.7388 0.0198 2.6% 0.0055 0.7% 98% True False 69,698
20 0.7586 0.7361 0.0226 3.0% 0.0055 0.7% 98% True False 71,625
40 0.7704 0.7361 0.0343 4.5% 0.0056 0.7% 65% False False 73,502
60 0.7704 0.7361 0.0343 4.5% 0.0058 0.8% 65% False False 72,029
80 0.7838 0.7361 0.0478 6.3% 0.0058 0.8% 46% False False 55,681
100 0.7838 0.7361 0.0478 6.3% 0.0059 0.8% 46% False False 44,599
120 0.7868 0.7361 0.0508 6.7% 0.0060 0.8% 44% False False 37,216
Crabel Price Patterns
NR True
NR4 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7748
2.618 0.7685
1.618 0.7647
1.000 0.7624
0.618 0.7609
HIGH 0.7586
0.618 0.7571
0.500 0.7567
0.382 0.7563
LOW 0.7548
0.618 0.7525
1.000 0.7510
1.618 0.7487
2.618 0.7449
4.250 0.7387
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 0.7577 0.7571
PP 0.7572 0.7560
S1 0.7567 0.7549

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

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