CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 0.7594 0.7564 -0.0030 -0.4% 0.7570
High 0.7616 0.7600 -0.0016 -0.2% 0.7696
Low 0.7554 0.7533 -0.0021 -0.3% 0.7555
Close 0.7562 0.7571 0.0009 0.1% 0.7597
Range 0.0062 0.0067 0.0005 8.1% 0.0141
ATR 0.0065 0.0065 0.0000 0.3% 0.0000
Volume 60,285 78,446 18,161 30.1% 322,300
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7768 0.7736 0.7607
R3 0.7701 0.7669 0.7589
R2 0.7634 0.7634 0.7583
R1 0.7602 0.7602 0.7577 0.7618
PP 0.7568 0.7568 0.7568 0.7576
S1 0.7536 0.7536 0.7564 0.7552
S2 0.7501 0.7501 0.7558
S3 0.7434 0.7469 0.7552
S4 0.7367 0.7402 0.7534
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8039 0.7959 0.7674
R3 0.7898 0.7818 0.7635
R2 0.7757 0.7757 0.7622
R1 0.7677 0.7677 0.7609 0.7717
PP 0.7616 0.7616 0.7616 0.7636
S1 0.7536 0.7536 0.7584 0.7576
S2 0.7475 0.7475 0.7571
S3 0.7334 0.7395 0.7558
S4 0.7193 0.7254 0.7519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7696 0.7533 0.0163 2.2% 0.0072 0.9% 23% False True 70,382
10 0.7696 0.7533 0.0163 2.2% 0.0061 0.8% 23% False True 65,388
20 0.7804 0.7533 0.0271 3.6% 0.0063 0.8% 14% False True 36,434
40 0.7838 0.7533 0.0305 4.0% 0.0060 0.8% 12% False True 18,424
60 0.7838 0.7533 0.0305 4.0% 0.0061 0.8% 12% False True 12,349
80 0.7899 0.7533 0.0367 4.8% 0.0061 0.8% 10% False True 9,347
100 0.7899 0.7533 0.0367 4.8% 0.0059 0.8% 10% False True 7,508
120 0.8000 0.7533 0.0467 6.2% 0.0059 0.8% 8% False True 6,271
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7884
2.618 0.7775
1.618 0.7708
1.000 0.7666
0.618 0.7641
HIGH 0.7600
0.618 0.7574
0.500 0.7566
0.382 0.7558
LOW 0.7533
0.618 0.7491
1.000 0.7466
1.618 0.7424
2.618 0.7357
4.250 0.7248
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 0.7569 0.7605
PP 0.7568 0.7594
S1 0.7566 0.7582

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

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