CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 0.7527 0.7499 -0.0028 -0.4% 0.7610
High 0.7534 0.7508 -0.0026 -0.3% 0.7646
Low 0.7454 0.7467 0.0013 0.2% 0.7454
Close 0.7497 0.7489 -0.0008 -0.1% 0.7489
Range 0.0080 0.0041 -0.0039 -48.8% 0.0192
ATR 0.0058 0.0057 -0.0001 -2.1% 0.0000
Volume 94,942 21,699 -73,243 -77.1% 348,297
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7611 0.7591 0.7511
R3 0.7570 0.7550 0.7500
R2 0.7529 0.7529 0.7496
R1 0.7509 0.7509 0.7492 0.7498
PP 0.7488 0.7488 0.7488 0.7483
S1 0.7468 0.7468 0.7485 0.7457
S2 0.7447 0.7447 0.7481
S3 0.7406 0.7427 0.7477
S4 0.7365 0.7386 0.7466
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8105 0.7989 0.7594
R3 0.7913 0.7797 0.7541
R2 0.7721 0.7721 0.7524
R1 0.7605 0.7605 0.7506 0.7567
PP 0.7530 0.7530 0.7530 0.7511
S1 0.7413 0.7413 0.7471 0.7375
S2 0.7338 0.7338 0.7453
S3 0.7146 0.7221 0.7436
S4 0.6954 0.7029 0.7383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7646 0.7454 0.0192 2.6% 0.0059 0.8% 18% False False 69,659
10 0.7646 0.7454 0.0192 2.6% 0.0051 0.7% 18% False False 62,033
20 0.7646 0.7374 0.0273 3.6% 0.0054 0.7% 42% False False 68,078
40 0.7646 0.7361 0.0286 3.8% 0.0054 0.7% 45% False False 72,247
60 0.7704 0.7361 0.0343 4.6% 0.0058 0.8% 37% False False 72,261
80 0.7804 0.7361 0.0443 5.9% 0.0059 0.8% 29% False False 60,540
100 0.7838 0.7361 0.0478 6.4% 0.0059 0.8% 27% False False 48,510
120 0.7838 0.7361 0.0478 6.4% 0.0059 0.8% 27% False False 40,455
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7682
2.618 0.7615
1.618 0.7574
1.000 0.7549
0.618 0.7533
HIGH 0.7508
0.618 0.7492
0.500 0.7488
0.382 0.7483
LOW 0.7467
0.618 0.7442
1.000 0.7426
1.618 0.7401
2.618 0.7360
4.250 0.7293
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 0.7488 0.7550
PP 0.7488 0.7530
S1 0.7488 0.7509

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

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