CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 0.7800 0.7819 0.0019 0.2% 0.7832
High 0.7829 0.7830 0.0001 0.0% 0.7840
Low 0.7800 0.7800 0.0000 0.0% 0.7645
Close 0.7816 0.7815 -0.0001 0.0% 0.7770
Range 0.0029 0.0030 0.0001 3.5% 0.0195
ATR 0.0062 0.0060 -0.0002 -3.7% 0.0000
Volume 486 110 -376 -77.4% 949
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7905 0.7890 0.7832
R3 0.7875 0.7860 0.7823
R2 0.7845 0.7845 0.7821
R1 0.7830 0.7830 0.7818 0.7823
PP 0.7815 0.7815 0.7815 0.7811
S1 0.7800 0.7800 0.7812 0.7792
S2 0.7785 0.7785 0.7809
S3 0.7755 0.7770 0.7807
S4 0.7725 0.7740 0.7798
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 0.7830 0.7645 0.0185 2.4% 0.0059 0.7% 92% True False 214
10 0.7899 0.7645 0.0254 3.3% 0.0053 0.7% 67% False False 226
20 0.7899 0.7589 0.0310 4.0% 0.0054 0.7% 73% False False 211
40 0.8000 0.7589 0.0411 5.3% 0.0054 0.7% 55% False False 158
60 0.8000 0.7579 0.0421 5.4% 0.0053 0.7% 56% False False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7958
2.618 0.7909
1.618 0.7879
1.000 0.7860
0.618 0.7849
HIGH 0.7830
0.618 0.7819
0.500 0.7815
0.382 0.7811
LOW 0.7800
0.618 0.7781
1.000 0.7770
1.618 0.7751
2.618 0.7721
4.250 0.7672
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 0.7815 0.7802
PP 0.7815 0.7789
S1 0.7815 0.7776

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.