CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 0.7625 0.7643 0.0018 0.2% 0.7538
High 0.7641 0.7650 0.0009 0.1% 0.7620
Low 0.7625 0.7633 0.0008 0.1% 0.7511
Close 0.7631 0.7640 0.0010 0.1% 0.7614
Range 0.0016 0.0017 0.0001 9.4% 0.0109
ATR
Volume 144 293 149 103.5% 692
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7693 0.7684 0.7650
R3 0.7676 0.7667 0.7645
R2 0.7658 0.7658 0.7643
R1 0.7649 0.7649 0.7642 0.7645
PP 0.7641 0.7641 0.7641 0.7639
S1 0.7632 0.7632 0.7638 0.7628
S2 0.7623 0.7623 0.7637
S3 0.7606 0.7614 0.7635
S4 0.7588 0.7597 0.7630
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 0.7650 0.7540 0.0110 1.4% 0.0027 0.4% 91% True False 206
10 0.7650 0.7448 0.0203 2.7% 0.0038 0.5% 95% True False 123
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7724
2.618 0.7696
1.618 0.7678
1.000 0.7667
0.618 0.7661
HIGH 0.7650
0.618 0.7643
0.500 0.7641
0.382 0.7639
LOW 0.7633
0.618 0.7622
1.000 0.7615
1.618 0.7604
2.618 0.7587
4.250 0.7558
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 0.7641 0.7633
PP 0.7641 0.7627
S1 0.7640 0.7620

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

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