CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 0.7515 0.7513 -0.0003 0.0% 0.7625
High 0.7526 0.7526 0.0000 0.0% 0.7661
Low 0.7490 0.7470 -0.0020 -0.3% 0.7475
Close 0.7507 0.7472 -0.0034 -0.5% 0.7507
Range 0.0036 0.0057 0.0020 54.8% 0.0185
ATR 0.0050 0.0051 0.0000 0.9% 0.0000
Volume 28 98 70 250.0% 755
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7659 0.7622 0.7503
R3 0.7602 0.7565 0.7488
R2 0.7546 0.7546 0.7482
R1 0.7509 0.7509 0.7477 0.7499
PP 0.7489 0.7489 0.7489 0.7484
S1 0.7452 0.7452 0.7467 0.7443
S2 0.7433 0.7433 0.7462
S3 0.7376 0.7396 0.7456
S4 0.7320 0.7339 0.7441
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 0.7470 0.0191 2.6% 0.0060 0.8% 1% False True 141
10 0.7661 0.7470 0.0191 2.6% 0.0045 0.6% 1% False True 149
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7766
2.618 0.7674
1.618 0.7617
1.000 0.7583
0.618 0.7561
HIGH 0.7526
0.618 0.7504
0.500 0.7498
0.382 0.7491
LOW 0.7470
0.618 0.7435
1.000 0.7413
1.618 0.7378
2.618 0.7322
4.250 0.7229
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 0.7498 0.7509
PP 0.7489 0.7497
S1 0.7481 0.7484

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

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