CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 0.7610 0.7616 0.0006 0.1% 0.7501
High 0.7630 0.7634 0.0004 0.1% 0.7605
Low 0.7604 0.7611 0.0007 0.1% 0.7488
Close 0.7612 0.7623 0.0011 0.1% 0.7597
Range 0.0026 0.0023 -0.0003 -11.8% 0.0117
ATR 0.0052 0.0050 -0.0002 -4.1% 0.0000
Volume 58,769 62,368 3,599 6.1% 272,035
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7690 0.7679 0.7635
R3 0.7667 0.7656 0.7629
R2 0.7645 0.7645 0.7627
R1 0.7634 0.7634 0.7625 0.7639
PP 0.7622 0.7622 0.7622 0.7625
S1 0.7611 0.7611 0.7620 0.7617
S2 0.7600 0.7600 0.7618
S3 0.7577 0.7589 0.7616
S4 0.7555 0.7566 0.7610
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7913 0.7871 0.7661
R3 0.7796 0.7755 0.7629
R2 0.7680 0.7680 0.7618
R1 0.7638 0.7638 0.7607 0.7659
PP 0.7563 0.7563 0.7563 0.7573
S1 0.7522 0.7522 0.7586 0.7542
S2 0.7446 0.7446 0.7575
S3 0.7330 0.7405 0.7564
S4 0.7213 0.7288 0.7532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7634 0.7521 0.0113 1.5% 0.0033 0.4% 90% True False 56,469
10 0.7634 0.7429 0.0205 2.7% 0.0046 0.6% 95% True False 65,150
20 0.7634 0.7374 0.0260 3.4% 0.0051 0.7% 96% True False 67,251
40 0.7704 0.7361 0.0343 4.5% 0.0053 0.7% 76% False False 72,563
60 0.7704 0.7361 0.0343 4.5% 0.0057 0.7% 76% False False 71,548
80 0.7804 0.7361 0.0443 5.8% 0.0057 0.7% 59% False False 57,714
100 0.7838 0.7361 0.0478 6.3% 0.0058 0.8% 55% False False 46,245
120 0.7838 0.7361 0.0478 6.3% 0.0059 0.8% 55% False False 38,569
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0009
Narrowest range in 142 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7692
1.618 0.7670
1.000 0.7656
0.618 0.7647
HIGH 0.7634
0.618 0.7625
0.500 0.7622
0.382 0.7620
LOW 0.7611
0.618 0.7597
1.000 0.7589
1.618 0.7575
2.618 0.7552
4.250 0.7515
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 0.7622 0.7616
PP 0.7622 0.7609
S1 0.7622 0.7602

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

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