CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 0.7549 0.7515 -0.0034 -0.5% 0.7625
High 0.7549 0.7526 -0.0023 -0.3% 0.7661
Low 0.7475 0.7490 0.0015 0.2% 0.7475
Close 0.7515 0.7507 -0.0008 -0.1% 0.7507
Range 0.0074 0.0036 -0.0038 -50.7% 0.0185
ATR 0.0051 0.0050 -0.0001 -2.0% 0.0000
Volume 167 28 -139 -83.2% 755
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7617 0.7598 0.7527
R3 0.7580 0.7562 0.7517
R2 0.7544 0.7544 0.7513
R1 0.7525 0.7525 0.7510 0.7516
PP 0.7507 0.7507 0.7507 0.7503
S1 0.7489 0.7489 0.7503 0.7480
S2 0.7471 0.7471 0.7500
S3 0.7434 0.7452 0.7496
S4 0.7398 0.7416 0.7486
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8104 0.7991 0.7609
R3 0.7918 0.7805 0.7558
R2 0.7733 0.7733 0.7541
R1 0.7620 0.7620 0.7524 0.7584
PP 0.7547 0.7547 0.7547 0.7529
S1 0.7434 0.7434 0.7489 0.7398
S2 0.7362 0.7362 0.7472
S3 0.7176 0.7249 0.7455
S4 0.6991 0.7063 0.7404
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% 0.0052 0.7% 17% False False 151
10 0.7661 0.7475 0.0185 2.5% 0.0045 0.6% 17% False False 144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7681
2.618 0.7622
1.618 0.7585
1.000 0.7562
0.618 0.7549
HIGH 0.7526
0.618 0.7512
0.500 0.7508
0.382 0.7503
LOW 0.7490
0.618 0.7467
1.000 0.7453
1.618 0.7430
2.618 0.7394
4.250 0.7334
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 0.7508 0.7568
PP 0.7507 0.7547
S1 0.7507 0.7527

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.