CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 0.7643 0.7632 -0.0011 -0.1% 0.7538
High 0.7650 0.7661 0.0011 0.1% 0.7620
Low 0.7633 0.7544 -0.0089 -1.2% 0.7511
Close 0.7640 0.7563 -0.0077 -1.0% 0.7614
Range 0.0017 0.0116 0.0099 565.7% 0.0109
ATR
Volume 293 123 -170 -58.0% 692
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7939 0.7867 0.7627
R3 0.7822 0.7751 0.7595
R2 0.7706 0.7706 0.7584
R1 0.7634 0.7634 0.7574 0.7612
PP 0.7589 0.7589 0.7589 0.7578
S1 0.7518 0.7518 0.7552 0.7495
S2 0.7473 0.7473 0.7542
S3 0.7356 0.7401 0.7531
S4 0.7240 0.7285 0.7499
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 0.7661 0.7544 0.0116 1.5% 0.0042 0.6% 16% True True 189
10 0.7661 0.7463 0.0198 2.6% 0.0044 0.6% 51% True False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.7965
1.618 0.7849
1.000 0.7777
0.618 0.7732
HIGH 0.7661
0.618 0.7616
0.500 0.7602
0.382 0.7589
LOW 0.7544
0.618 0.7472
1.000 0.7428
1.618 0.7356
2.618 0.7239
4.250 0.7049
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 0.7602 0.7602
PP 0.7589 0.7589
S1 0.7576 0.7576

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

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