CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 0.7497 0.7491 -0.0006 -0.1% 0.7615
High 0.7518 0.7514 -0.0004 -0.1% 0.7704
Low 0.7482 0.7474 -0.0008 -0.1% 0.7491
Close 0.7495 0.7482 -0.0012 -0.2% 0.7500
Range 0.0036 0.0040 0.0004 11.1% 0.0213
ATR 0.0064 0.0062 -0.0002 -2.7% 0.0000
Volume 64,997 69,301 4,304 6.6% 391,098
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7610 0.7586 0.7504
R3 0.7570 0.7546 0.7493
R2 0.7530 0.7530 0.7489
R1 0.7506 0.7506 0.7486 0.7498
PP 0.7490 0.7490 0.7490 0.7486
S1 0.7466 0.7466 0.7478 0.7458
S2 0.7450 0.7450 0.7475
S3 0.7410 0.7426 0.7471
S4 0.7370 0.7386 0.7460
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 0.7626 0.7467 0.0159 2.1% 0.0056 0.7% 10% False False 75,704
10 0.7704 0.7467 0.0237 3.2% 0.0062 0.8% 7% False False 74,915
20 0.7704 0.7467 0.0237 3.2% 0.0061 0.8% 7% False False 72,233
40 0.7804 0.7467 0.0337 4.5% 0.0064 0.9% 5% False False 56,454
60 0.7838 0.7467 0.0372 5.0% 0.0061 0.8% 4% False False 37,778
80 0.7838 0.7467 0.0372 5.0% 0.0061 0.8% 4% False False 28,384
100 0.7899 0.7467 0.0433 5.8% 0.0061 0.8% 4% False False 22,776
120 0.7899 0.7467 0.0433 5.8% 0.0060 0.8% 4% False False 19,005
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7684
2.618 0.7618
1.618 0.7578
1.000 0.7554
0.618 0.7538
HIGH 0.7514
0.618 0.7498
0.500 0.7494
0.382 0.7489
LOW 0.7474
0.618 0.7449
1.000 0.7434
1.618 0.7409
2.618 0.7369
4.250 0.7304
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 0.7494 0.7498
PP 0.7490 0.7493
S1 0.7486 0.7487

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

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