CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 14-Dec-2016

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	0.7616	0.7615	-0.0001	0.0%	0.7501
High	0.7634	0.7646	0.0013	0.2%	0.7605
Low	0.7611	0.7523	-0.0089	-1.2%	0.7488
Close	0.7623	0.7546	-0.0077	-1.0%	0.7597
Range	0.0023	0.0124	0.0101	448.9%	0.0117
ATR	0.0050	0.0055	0.0005	10.5%	0.0000
Volume	62,368	110,519	48,151	77.2%	272,035

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7942	0.7867	0.7613
R3	0.7818	0.7744	0.7579
R2	0.7695	0.7695	0.7568
R1	0.7620	0.7620	0.7557	0.7596
PP	0.7571	0.7571	0.7571	0.7559
S1	0.7497	0.7497	0.7534	0.7472
S2	0.7448	0.7448	0.7523
S3	0.7324	0.7373	0.7512
S4	0.7201	0.7250	0.7478

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	0.7646	0.7523	0.0124	1.6%	0.0049	0.6%	19%	True	True	68,561
10	0.7646	0.7443	0.0203	2.7%	0.0050	0.7%	50%	True	False	65,537
20	0.7646	0.7374	0.0273	3.6%	0.0054	0.7%	63%	True	False	69,051
40	0.7692	0.7361	0.0332	4.4%	0.0054	0.7%	56%	False	False	73,691
60	0.7704	0.7361	0.0343	4.5%	0.0058	0.8%	54%	False	False	72,478
80	0.7804	0.7361	0.0443	5.9%	0.0058	0.8%	42%	False	False	59,091
100	0.7838	0.7361	0.0478	6.3%	0.0058	0.8%	39%	False	False	47,346
120	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	39%	False	False	39,485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8171
2.618	0.7969
1.618	0.7846
1.000	0.7770
0.618	0.7722
HIGH	0.7646
0.618	0.7599
0.500	0.7584
0.382	0.7570
LOW	0.7523
0.618	0.7446
1.000	0.7399
1.618	0.7323
2.618	0.7199
4.250	0.6998

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	0.7584	0.7584
PP	0.7571	0.7571
S1	0.7558	0.7558

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