CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 0.7721 0.7800 0.0079 1.0% 0.7832
High 0.7795 0.7829 0.0034 0.4% 0.7840
Low 0.7721 0.7800 0.0079 1.0% 0.7645
Close 0.7770 0.7816 0.0046 0.6% 0.7770
Range 0.0074 0.0029 -0.0045 -60.8% 0.0195
ATR 0.0063 0.0062 0.0000 -0.4% 0.0000
Volume 131 486 355 271.0% 949
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7902 0.7888 0.7832
R3 0.7873 0.7859 0.7824
R2 0.7844 0.7844 0.7821
R1 0.7830 0.7830 0.7819 0.7837
PP 0.7815 0.7815 0.7815 0.7819
S1 0.7801 0.7801 0.7813 0.7808
S2 0.7786 0.7786 0.7811
S3 0.7757 0.7772 0.7808
S4 0.7728 0.7743 0.7800
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8337 0.8248 0.7877
R3 0.8142 0.8053 0.7824
R2 0.7947 0.7947 0.7806
R1 0.7858 0.7858 0.7788 0.7805
PP 0.7752 0.7752 0.7752 0.7725
S1 0.7663 0.7663 0.7752 0.7610
S2 0.7557 0.7557 0.7734
S3 0.7362 0.7468 0.7716
S4 0.7167 0.7273 0.7663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7829 0.7645 0.0184 2.4% 0.0059 0.8% 93% True False 249
10 0.7899 0.7645 0.0254 3.2% 0.0055 0.7% 67% False False 257
20 0.7899 0.7589 0.0310 4.0% 0.0054 0.7% 73% False False 207
40 0.8000 0.7589 0.0411 5.3% 0.0053 0.7% 55% False False 158
60 0.8000 0.7579 0.0421 5.4% 0.0053 0.7% 56% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7952
2.618 0.7905
1.618 0.7876
1.000 0.7858
0.618 0.7847
HIGH 0.7829
0.618 0.7818
0.500 0.7815
0.382 0.7811
LOW 0.7800
0.618 0.7782
1.000 0.7771
1.618 0.7753
2.618 0.7724
4.250 0.7677
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 0.7816 0.7790
PP 0.7815 0.7763
S1 0.7815 0.7737

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

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