CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 0.7499 0.7497 -0.0002 0.0% 0.7615
High 0.7530 0.7518 -0.0012 -0.2% 0.7704
Low 0.7467 0.7482 0.0015 0.2% 0.7491
Close 0.7479 0.7495 0.0015 0.2% 0.7500
Range 0.0063 0.0036 -0.0027 -42.9% 0.0213
ATR 0.0066 0.0064 -0.0002 -3.0% 0.0000
Volume 72,833 64,997 -7,836 -10.8% 391,098
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7606 0.7586 0.7514
R3 0.7570 0.7550 0.7504
R2 0.7534 0.7534 0.7501
R1 0.7514 0.7514 0.7498 0.7506
PP 0.7498 0.7498 0.7498 0.7494
S1 0.7478 0.7478 0.7491 0.7470
S2 0.7462 0.7462 0.7488
S3 0.7426 0.7442 0.7485
S4 0.7390 0.7406 0.7475
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8204 0.8065 0.7617
R3 0.7991 0.7852 0.7558
R2 0.7778 0.7778 0.7539
R1 0.7639 0.7639 0.7519 0.7602
PP 0.7565 0.7565 0.7565 0.7546
S1 0.7426 0.7426 0.7480 0.7389
S2 0.7352 0.7352 0.7460
S3 0.7139 0.7213 0.7441
S4 0.6926 0.7000 0.7382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7692 0.7467 0.0226 3.0% 0.0064 0.9% 12% False False 82,286
10 0.7704 0.7467 0.0237 3.2% 0.0063 0.8% 12% False False 74,478
20 0.7704 0.7467 0.0237 3.2% 0.0065 0.9% 12% False False 73,030
40 0.7804 0.7467 0.0337 4.5% 0.0064 0.9% 8% False False 54,732
60 0.7838 0.7467 0.0372 5.0% 0.0061 0.8% 8% False False 36,626
80 0.7838 0.7467 0.0372 5.0% 0.0062 0.8% 8% False False 27,519
100 0.7899 0.7467 0.0433 5.8% 0.0062 0.8% 6% False False 22,084
120 0.7899 0.7467 0.0433 5.8% 0.0060 0.8% 6% False False 18,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.7671
2.618 0.7612
1.618 0.7576
1.000 0.7554
0.618 0.7540
HIGH 0.7518
0.618 0.7504
0.500 0.7500
0.382 0.7495
LOW 0.7482
0.618 0.7459
1.000 0.7446
1.618 0.7423
2.618 0.7387
4.250 0.7329
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 0.7500 0.7516
PP 0.7498 0.7509
S1 0.7496 0.7502

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

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