CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 0.7444 0.7412 -0.0032 -0.4% 0.7408
High 0.7450 0.7434 -0.0016 -0.2% 0.7476
Low 0.7399 0.7390 -0.0009 -0.1% 0.7390
Close 0.7414 0.7398 -0.0016 -0.2% 0.7398
Range 0.0052 0.0044 -0.0007 -13.6% 0.0086
ATR 0.0057 0.0056 -0.0001 -1.6% 0.0000
Volume 61,469 60,567 -902 -1.5% 263,468
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7541 0.7514 0.7422
R3 0.7496 0.7469 0.7410
R2 0.7452 0.7452 0.7406
R1 0.7425 0.7425 0.7402 0.7416
PP 0.7407 0.7407 0.7407 0.7403
S1 0.7380 0.7380 0.7394 0.7372
S2 0.7363 0.7363 0.7390
S3 0.7318 0.7336 0.7386
S4 0.7274 0.7291 0.7374
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7681 0.7626 0.7446
R3 0.7594 0.7539 0.7422
R2 0.7508 0.7508 0.7414
R1 0.7453 0.7453 0.7406 0.7437
PP 0.7421 0.7421 0.7421 0.7413
S1 0.7366 0.7366 0.7390 0.7351
S2 0.7335 0.7335 0.7382
S3 0.7248 0.7280 0.7374
S4 0.7162 0.7193 0.7350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7476 0.7374 0.0103 1.4% 0.0051 0.7% 24% False False 66,506
10 0.7476 0.7361 0.0116 1.6% 0.0053 0.7% 32% False False 70,815
20 0.7542 0.7361 0.0181 2.4% 0.0053 0.7% 21% False False 74,200
40 0.7704 0.7361 0.0343 4.6% 0.0056 0.8% 11% False False 72,814
60 0.7804 0.7361 0.0443 6.0% 0.0060 0.8% 8% False False 63,524
80 0.7838 0.7361 0.0478 6.5% 0.0059 0.8% 8% False False 47,762
100 0.7838 0.7361 0.0478 6.5% 0.0060 0.8% 8% False False 38,250
120 0.7899 0.7361 0.0539 7.3% 0.0060 0.8% 7% False False 31,931
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7550
1.618 0.7506
1.000 0.7478
0.618 0.7462
HIGH 0.7434
0.618 0.7417
0.500 0.7412
0.382 0.7406
LOW 0.7390
0.618 0.7362
1.000 0.7345
1.618 0.7318
2.618 0.7273
4.250 0.7200
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 0.7412 0.7433
PP 0.7407 0.7421
S1 0.7403 0.7410

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

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