CME Canadian Dollar Future June 2017


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 0.7605 0.7625 0.0020 0.3% 0.7538
High 0.7620 0.7641 0.0021 0.3% 0.7620
Low 0.7591 0.7625 0.0035 0.5% 0.7511
Close 0.7614 0.7631 0.0017 0.2% 0.7614
Range 0.0030 0.0016 -0.0014 -45.8% 0.0109
ATR
Volume 20 144 124 620.0% 692
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7680 0.7671 0.7639
R3 0.7664 0.7655 0.7635
R2 0.7648 0.7648 0.7633
R1 0.7639 0.7639 0.7632 0.7644
PP 0.7632 0.7632 0.7632 0.7634
S1 0.7623 0.7623 0.7629 0.7628
S2 0.7616 0.7616 0.7628
S3 0.7600 0.7607 0.7626
S4 0.7584 0.7591 0.7622
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7909 0.7870 0.7674
R3 0.7800 0.7761 0.7644
R2 0.7691 0.7691 0.7634
R1 0.7652 0.7652 0.7624 0.7672
PP 0.7582 0.7582 0.7582 0.7591
S1 0.7543 0.7543 0.7604 0.7563
S2 0.7473 0.7473 0.7594
S3 0.7364 0.7434 0.7584
S4 0.7255 0.7325 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7641 0.7532 0.0109 1.4% 0.0029 0.4% 90% True False 157
10 0.7641 0.7438 0.0204 2.7% 0.0040 0.5% 95% True False 96
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 0.0010
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7709
2.618 0.7683
1.618 0.7667
1.000 0.7657
0.618 0.7651
HIGH 0.7641
0.618 0.7635
0.500 0.7633
0.382 0.7631
LOW 0.7625
0.618 0.7615
1.000 0.7609
1.618 0.7599
2.618 0.7583
4.250 0.7557
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 0.7633 0.7622
PP 0.7632 0.7613
S1 0.7631 0.7605

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

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