CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 0.7578 0.7610 0.0033 0.4% 0.7501
High 0.7605 0.7630 0.0025 0.3% 0.7605
Low 0.7570 0.7604 0.0035 0.5% 0.7488
Close 0.7597 0.7612 0.0016 0.2% 0.7597
Range 0.0035 0.0026 -0.0010 -27.1% 0.0117
ATR 0.0054 0.0052 -0.0001 -2.7% 0.0000
Volume 44,315 58,769 14,454 32.6% 272,035
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7692 0.7677 0.7626
R3 0.7666 0.7652 0.7619
R2 0.7641 0.7641 0.7617
R1 0.7626 0.7626 0.7614 0.7634
PP 0.7615 0.7615 0.7615 0.7619
S1 0.7601 0.7601 0.7610 0.7608
S2 0.7590 0.7590 0.7607
S3 0.7564 0.7575 0.7605
S4 0.7539 0.7550 0.7598
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7913 0.7871 0.7661
R3 0.7796 0.7755 0.7629
R2 0.7680 0.7680 0.7618
R1 0.7638 0.7638 0.7607 0.7659
PP 0.7563 0.7563 0.7563 0.7573
S1 0.7522 0.7522 0.7586 0.7542
S2 0.7446 0.7446 0.7575
S3 0.7330 0.7405 0.7564
S4 0.7213 0.7288 0.7532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7630 0.7513 0.0117 1.5% 0.0035 0.5% 85% True False 53,643
10 0.7630 0.7419 0.0211 2.8% 0.0048 0.6% 92% True False 66,221
20 0.7630 0.7361 0.0269 3.5% 0.0052 0.7% 93% True False 68,003
40 0.7704 0.7361 0.0343 4.5% 0.0054 0.7% 73% False False 72,306
60 0.7704 0.7361 0.0343 4.5% 0.0057 0.8% 73% False False 71,416
80 0.7825 0.7361 0.0464 6.1% 0.0058 0.8% 54% False False 56,937
100 0.7838 0.7361 0.0478 6.3% 0.0058 0.8% 53% False False 45,627
120 0.7868 0.7361 0.0508 6.7% 0.0060 0.8% 50% False False 38,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7738
2.618 0.7696
1.618 0.7671
1.000 0.7655
0.618 0.7645
HIGH 0.7630
0.618 0.7620
0.500 0.7617
0.382 0.7614
LOW 0.7604
0.618 0.7588
1.000 0.7579
1.618 0.7563
2.618 0.7537
4.250 0.7496
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 0.7617 0.7604
PP 0.7615 0.7597
S1 0.7614 0.7589

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

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