CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 0.7455 0.7427 -0.0028 -0.4% 0.7481
High 0.7472 0.7434 -0.0038 -0.5% 0.7542
Low 0.7404 0.7382 -0.0022 -0.3% 0.7382
Close 0.7427 0.7383 -0.0044 -0.6% 0.7383
Range 0.0068 0.0051 -0.0016 -23.7% 0.0159
ATR 0.0059 0.0059 -0.0001 -0.9% 0.0000
Volume 87,941 87,577 -364 -0.4% 429,922
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7554 0.7520 0.7411
R3 0.7502 0.7468 0.7397
R2 0.7451 0.7451 0.7392
R1 0.7417 0.7417 0.7388 0.7408
PP 0.7400 0.7400 0.7400 0.7395
S1 0.7366 0.7366 0.7378 0.7357
S2 0.7348 0.7348 0.7374
S3 0.7297 0.7314 0.7369
S4 0.7245 0.7263 0.7355
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7914 0.7808 0.7471
R3 0.7754 0.7648 0.7427
R2 0.7595 0.7595 0.7412
R1 0.7489 0.7489 0.7398 0.7462
PP 0.7436 0.7436 0.7436 0.7422
S1 0.7330 0.7330 0.7368 0.7303
S2 0.7276 0.7276 0.7354
S3 0.7117 0.7170 0.7339
S4 0.6957 0.7011 0.7295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7542 0.7382 0.0159 2.2% 0.0074 1.0% 1% False True 85,984
10 0.7542 0.7382 0.0159 2.2% 0.0054 0.7% 1% False True 77,702
20 0.7704 0.7382 0.0321 4.4% 0.0055 0.7% 0% False True 76,608
40 0.7704 0.7382 0.0321 4.4% 0.0060 0.8% 0% False True 73,122
60 0.7825 0.7382 0.0442 6.0% 0.0059 0.8% 0% False True 53,248
80 0.7838 0.7382 0.0456 6.2% 0.0060 0.8% 0% False True 40,033
100 0.7868 0.7382 0.0486 6.6% 0.0061 0.8% 0% False True 32,061
120 0.7899 0.7382 0.0517 7.0% 0.0060 0.8% 0% False True 26,775
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7652
2.618 0.7568
1.618 0.7517
1.000 0.7485
0.618 0.7465
HIGH 0.7434
0.618 0.7414
0.500 0.7408
0.382 0.7402
LOW 0.7382
0.618 0.7350
1.000 0.7331
1.618 0.7299
2.618 0.7247
4.250 0.7163
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 0.7408 0.7462
PP 0.7400 0.7436
S1 0.7391 0.7409

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

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