CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 0.7632 0.7549 -0.0083 -1.1% 0.7538
High 0.7661 0.7549 -0.0112 -1.5% 0.7620
Low 0.7544 0.7475 -0.0069 -0.9% 0.7511
Close 0.7563 0.7515 -0.0048 -0.6% 0.7614
Range 0.0116 0.0074 -0.0043 -36.5% 0.0109
ATR 0.0000 0.0051 0.0051 0.0000
Volume 123 167 44 35.8% 692
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7735 0.7699 0.7555
R3 0.7661 0.7625 0.7535
R2 0.7587 0.7587 0.7528
R1 0.7551 0.7551 0.7521 0.7532
PP 0.7513 0.7513 0.7513 0.7503
S1 0.7477 0.7477 0.7508 0.7458
S2 0.7439 0.7439 0.7501
S3 0.7365 0.7403 0.7494
S4 0.7291 0.7329 0.7474
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 0.7475 0.0185 2.5% 0.0051 0.7% 21% False True 149
10 0.7661 0.7475 0.0185 2.5% 0.0044 0.6% 21% False True 145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7743
1.618 0.7669
1.000 0.7623
0.618 0.7595
HIGH 0.7549
0.618 0.7521
0.500 0.7512
0.382 0.7503
LOW 0.7475
0.618 0.7429
1.000 0.7401
1.618 0.7355
2.618 0.7281
4.250 0.7161
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 0.7514 0.7568
PP 0.7513 0.7550
S1 0.7512 0.7532

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

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