CME Canadian Dollar Future June 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 0.7499 0.7460 -0.0039 -0.5% 0.7625
High 0.7502 0.7469 -0.0034 -0.4% 0.7661
Low 0.7465 0.7414 -0.0051 -0.7% 0.7475
Close 0.7476 0.7429 -0.0047 -0.6% 0.7507
Range 0.0037 0.0055 0.0018 46.7% 0.0185
ATR 0.0049 0.0050 0.0001 1.9% 0.0000
Volume 26 338 312 1,200.0% 755
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7602 0.7570 0.7459
R3 0.7547 0.7515 0.7444
R2 0.7492 0.7492 0.7439
R1 0.7460 0.7460 0.7434 0.7449
PP 0.7437 0.7437 0.7437 0.7431
S1 0.7405 0.7405 0.7423 0.7394
S2 0.7382 0.7382 0.7418
S3 0.7327 0.7350 0.7413
S4 0.7272 0.7295 0.7398
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 0.7526 0.7414 0.0113 1.5% 0.0045 0.6% 13% False True 108
10 0.7661 0.7414 0.0247 3.3% 0.0048 0.6% 6% False True 128
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7702
2.618 0.7612
1.618 0.7557
1.000 0.7524
0.618 0.7502
HIGH 0.7469
0.618 0.7447
0.500 0.7441
0.382 0.7435
LOW 0.7414
0.618 0.7380
1.000 0.7359
1.618 0.7325
2.618 0.7270
4.250 0.7180
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 0.7441 0.7458
PP 0.7437 0.7448
S1 0.7433 0.7438

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

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