CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 0.7457 0.7472 0.0015 0.2% 0.7499
High 0.7491 0.7488 -0.0004 0.0% 0.7530
Low 0.7451 0.7452 0.0001 0.0% 0.7447
Close 0.7473 0.7466 -0.0008 -0.1% 0.7471
Range 0.0041 0.0036 -0.0005 -11.1% 0.0083
ATR 0.0056 0.0054 -0.0001 -2.5% 0.0000
Volume 78,570 71,545 -7,025 -8.9% 364,052
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7576 0.7557 0.7485
R3 0.7540 0.7521 0.7475
R2 0.7504 0.7504 0.7472
R1 0.7485 0.7485 0.7469 0.7477
PP 0.7468 0.7468 0.7468 0.7464
S1 0.7449 0.7449 0.7462 0.7441
S2 0.7432 0.7432 0.7459
S3 0.7396 0.7413 0.7456
S4 0.7360 0.7377 0.7446
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7730 0.7683 0.7516
R3 0.7647 0.7600 0.7493
R2 0.7565 0.7565 0.7486
R1 0.7518 0.7518 0.7478 0.7500
PP 0.7482 0.7482 0.7482 0.7474
S1 0.7435 0.7435 0.7463 0.7418
S2 0.7400 0.7400 0.7455
S3 0.7317 0.7353 0.7448
S4 0.7235 0.7270 0.7425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7492 0.7447 0.0045 0.6% 0.0036 0.5% 41% False False 72,835
10 0.7626 0.7447 0.0178 2.4% 0.0046 0.6% 10% False False 74,270
20 0.7704 0.7447 0.0256 3.4% 0.0055 0.7% 7% False False 73,903
40 0.7786 0.7447 0.0339 4.5% 0.0060 0.8% 5% False False 65,223
60 0.7838 0.7447 0.0391 5.2% 0.0059 0.8% 5% False False 43,822
80 0.7838 0.7447 0.0391 5.2% 0.0060 0.8% 5% False False 32,924
100 0.7868 0.7447 0.0421 5.6% 0.0061 0.8% 4% False False 26,404
120 0.7899 0.7447 0.0452 6.1% 0.0059 0.8% 4% False False 22,032
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7640
2.618 0.7582
1.618 0.7546
1.000 0.7523
0.618 0.7510
HIGH 0.7488
0.618 0.7474
0.500 0.7470
0.382 0.7465
LOW 0.7452
0.618 0.7429
1.000 0.7416
1.618 0.7393
2.618 0.7357
4.250 0.7299
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 0.7470 0.7471
PP 0.7468 0.7469
S1 0.7467 0.7467

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

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