CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 0.7637 0.7622 -0.0015 -0.2% 0.7719
High 0.7648 0.7634 -0.0014 -0.2% 0.7782
Low 0.7600 0.7594 -0.0006 -0.1% 0.7600
Close 0.7613 0.7614 0.0001 0.0% 0.7613
Range 0.0048 0.0040 -0.0008 -16.7% 0.0182
ATR 0.0069 0.0067 -0.0002 -3.0% 0.0000
Volume 628 199 -429 -68.3% 3,256
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 0.7734 0.7714 0.7636
R3 0.7694 0.7674 0.7625
R2 0.7654 0.7654 0.7621
R1 0.7634 0.7634 0.7618 0.7624
PP 0.7614 0.7614 0.7614 0.7609
S1 0.7594 0.7594 0.7610 0.7584
S2 0.7574 0.7574 0.7607
S3 0.7534 0.7554 0.7603
S4 0.7494 0.7514 0.7592
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.8211 0.8094 0.7713
R3 0.8029 0.7912 0.7663
R2 0.7847 0.7847 0.7646
R1 0.7730 0.7730 0.7630 0.7698
PP 0.7665 0.7665 0.7665 0.7649
S1 0.7548 0.7548 0.7596 0.7516
S2 0.7483 0.7483 0.7580
S3 0.7301 0.7366 0.7563
S4 0.7119 0.7184 0.7513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7782 0.7594 0.0188 2.5% 0.0062 0.8% 11% False True 595
10 0.7827 0.7594 0.0233 3.1% 0.0059 0.8% 9% False True 486
20 0.8018 0.7594 0.0424 5.6% 0.0064 0.8% 5% False True 360
40 0.8018 0.7570 0.0448 5.9% 0.0068 0.9% 10% False False 284
60 0.8018 0.7388 0.0630 8.3% 0.0067 0.9% 36% False False 221
80 0.8018 0.7100 0.0918 12.1% 0.0066 0.9% 56% False False 172
100 0.8018 0.6842 0.1176 15.4% 0.0062 0.8% 66% False False 157
120 0.8018 0.6842 0.1176 15.4% 0.0053 0.7% 66% False False 132
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7804
2.618 0.7739
1.618 0.7699
1.000 0.7674
0.618 0.7659
HIGH 0.7634
0.618 0.7619
0.500 0.7614
0.382 0.7609
LOW 0.7594
0.618 0.7569
1.000 0.7554
1.618 0.7529
2.618 0.7489
4.250 0.7424
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 0.7614 0.7640
PP 0.7614 0.7631
S1 0.7614 0.7623

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

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