CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 0.7500 0.7464 -0.0037 -0.5% 0.7610
High 0.7509 0.7472 -0.0036 -0.5% 0.7646
Low 0.7451 0.7445 -0.0006 -0.1% 0.7454
Close 0.7454 0.7472 0.0018 0.2% 0.7489
Range 0.0058 0.0028 -0.0030 -52.6% 0.0192
ATR 0.0057 0.0055 -0.0002 -3.7% 0.0000
Volume 4,437 526 -3,911 -88.1% 348,297
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7545 0.7536 0.7487
R3 0.7518 0.7509 0.7480
R2 0.7490 0.7490 0.7477
R1 0.7481 0.7481 0.7475 0.7486
PP 0.7463 0.7463 0.7463 0.7465
S1 0.7454 0.7454 0.7469 0.7458
S2 0.7435 0.7435 0.7467
S3 0.7408 0.7426 0.7464
S4 0.7380 0.7399 0.7457
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 0.7445 0.0202 2.7% 0.0066 0.9% 14% False True 46,424
10 0.7646 0.7445 0.0202 2.7% 0.0049 0.7% 14% False True 51,446
20 0.7646 0.7388 0.0258 3.5% 0.0053 0.7% 33% False False 61,341
40 0.7646 0.7361 0.0286 3.8% 0.0052 0.7% 39% False False 68,070
60 0.7704 0.7361 0.0343 4.6% 0.0057 0.8% 33% False False 69,947
80 0.7804 0.7361 0.0443 5.9% 0.0058 0.8% 25% False False 60,592
100 0.7838 0.7361 0.0478 6.4% 0.0058 0.8% 23% False False 48,554
120 0.7838 0.7361 0.0478 6.4% 0.0059 0.8% 23% False False 40,495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7589
2.618 0.7544
1.618 0.7516
1.000 0.7500
0.618 0.7489
HIGH 0.7472
0.618 0.7461
0.500 0.7458
0.382 0.7455
LOW 0.7445
0.618 0.7428
1.000 0.7417
1.618 0.7400
2.618 0.7373
4.250 0.7328
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 0.7467 0.7477
PP 0.7463 0.7475
S1 0.7458 0.7474

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

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