CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 07-Dec-2016
Day Change Summary
Previous Current
06-Dec-2016 07-Dec-2016 Change Change % Previous Week
Open 0.7544 0.7541 -0.0003 0.0% 0.7398
High 0.7554 0.7571 0.0017 0.2% 0.7554
Low 0.7522 0.7530 0.0008 0.1% 0.7396
Close 0.7532 0.7561 0.0029 0.4% 0.7528
Range 0.0033 0.0041 0.0009 27.7% 0.0158
ATR 0.0055 0.0054 -0.0001 -1.8% 0.0000
Volume 1,892 2,855 963 50.9% 10,596
Daily Pivots for day following 07-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7678 0.7661 0.7584
R3 0.7637 0.7620 0.7572
R2 0.7595 0.7595 0.7569
R1 0.7578 0.7578 0.7565 0.7587
PP 0.7554 0.7554 0.7554 0.7558
S1 0.7537 0.7537 0.7557 0.7545
S2 0.7512 0.7512 0.7553
S3 0.7471 0.7495 0.7550
S4 0.7429 0.7454 0.7538
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7965 0.7904 0.7615
R3 0.7808 0.7747 0.7571
R2 0.7650 0.7650 0.7557
R1 0.7589 0.7589 0.7542 0.7620
PP 0.7493 0.7493 0.7493 0.7508
S1 0.7432 0.7432 0.7514 0.7462
S2 0.7335 0.7335 0.7499
S3 0.7178 0.7274 0.7485
S4 0.7020 0.7117 0.7441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7571 0.7452 0.0119 1.6% 0.0050 0.7% 92% True False 2,321
10 0.7571 0.7396 0.0175 2.3% 0.0054 0.7% 94% True False 1,860
20 0.7571 0.7368 0.0204 2.7% 0.0059 0.8% 95% True False 1,251
40 0.7700 0.7368 0.0333 4.4% 0.0054 0.7% 58% False False 782
60 0.7700 0.7368 0.0333 4.4% 0.0056 0.7% 58% False False 574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7747
2.618 0.7680
1.618 0.7638
1.000 0.7612
0.618 0.7597
HIGH 0.7571
0.618 0.7555
0.500 0.7550
0.382 0.7545
LOW 0.7530
0.618 0.7504
1.000 0.7488
1.618 0.7462
2.618 0.7421
4.250 0.7353
Fisher Pivots for day following 07-Dec-2016
Pivot 1 day 3 day
R1 0.7557 0.7552
PP 0.7554 0.7543
S1 0.7550 0.7534

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

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