CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 0.7472 0.7473 0.0001 0.0% 0.7499
High 0.7488 0.7486 -0.0002 0.0% 0.7530
Low 0.7452 0.7463 0.0011 0.1% 0.7447
Close 0.7466 0.7474 0.0008 0.1% 0.7471
Range 0.0036 0.0023 -0.0013 -36.1% 0.0083
ATR 0.0054 0.0052 -0.0002 -4.1% 0.0000
Volume 71,545 51,599 -19,946 -27.9% 364,052
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7543 0.7531 0.7486
R3 0.7520 0.7508 0.7480
R2 0.7497 0.7497 0.7478
R1 0.7485 0.7485 0.7476 0.7491
PP 0.7474 0.7474 0.7474 0.7477
S1 0.7462 0.7462 0.7471 0.7468
S2 0.7451 0.7451 0.7469
S3 0.7428 0.7439 0.7467
S4 0.7405 0.7416 0.7461
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% 0.0034 0.5% 59% False False 69,052
10 0.7565 0.7447 0.0118 1.6% 0.0042 0.6% 23% False False 72,213
20 0.7704 0.7447 0.0256 3.4% 0.0055 0.7% 10% False False 73,332
40 0.7765 0.7447 0.0318 4.3% 0.0060 0.8% 8% False False 66,360
60 0.7838 0.7447 0.0391 5.2% 0.0058 0.8% 7% False False 44,676
80 0.7838 0.7447 0.0391 5.2% 0.0059 0.8% 7% False False 33,566
100 0.7868 0.7447 0.0421 5.6% 0.0061 0.8% 6% False False 26,917
120 0.7899 0.7447 0.0452 6.0% 0.0059 0.8% 6% False False 22,462
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 0.7583
2.618 0.7546
1.618 0.7523
1.000 0.7509
0.618 0.7500
HIGH 0.7486
0.618 0.7477
0.500 0.7474
0.382 0.7471
LOW 0.7463
0.618 0.7448
1.000 0.7440
1.618 0.7425
2.618 0.7402
4.250 0.7365
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 0.7474 0.7473
PP 0.7474 0.7472
S1 0.7474 0.7471

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

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