CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 0.7744 0.7714 -0.0030 -0.4% 0.7826
High 0.7755 0.7796 0.0041 0.5% 0.7844
Low 0.7643 0.7713 0.0070 0.9% 0.7643
Close 0.7720 0.7769 0.0049 0.6% 0.7769
Range 0.0112 0.0083 -0.0029 -25.9% 0.0201
ATR 0.0071 0.0071 0.0001 1.3% 0.0000
Volume 82,252 56,108 -26,144 -31.8% 317,918
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8008 0.7972 0.7815
R3 0.7925 0.7889 0.7792
R2 0.7842 0.7842 0.7784
R1 0.7806 0.7806 0.7777 0.7824
PP 0.7759 0.7759 0.7759 0.7769
S1 0.7723 0.7723 0.7761 0.7741
S2 0.7676 0.7676 0.7754
S3 0.7593 0.7640 0.7746
S4 0.7510 0.7557 0.7723
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8355 0.8263 0.7880
R3 0.8154 0.8062 0.7824
R2 0.7953 0.7953 0.7806
R1 0.7861 0.7861 0.7787 0.7807
PP 0.7752 0.7752 0.7752 0.7725
S1 0.7660 0.7660 0.7751 0.7606
S2 0.7551 0.7551 0.7732
S3 0.7350 0.7459 0.7714
S4 0.7149 0.7258 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7844 0.7643 0.0201 2.6% 0.0072 0.9% 63% False False 63,583
10 0.7902 0.7643 0.0259 3.3% 0.0073 0.9% 49% False False 53,881
20 0.7902 0.7587 0.0315 4.1% 0.0067 0.9% 58% False False 27,932
40 0.8018 0.7587 0.0431 5.5% 0.0065 0.8% 42% False False 14,135
60 0.8018 0.7529 0.0489 6.3% 0.0067 0.9% 49% False False 9,490
80 0.8018 0.7320 0.0698 9.0% 0.0067 0.9% 64% False False 7,139
100 0.8018 0.7089 0.0929 12.0% 0.0066 0.9% 73% False False 5,716
120 0.8018 0.6842 0.1176 15.1% 0.0062 0.8% 79% False False 4,779
Crabel Price Patterns
NR True
NR4 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8149
2.618 0.8013
1.618 0.7930
1.000 0.7879
0.618 0.7847
HIGH 0.7796
0.618 0.7764
0.500 0.7755
0.382 0.7745
LOW 0.7713
0.618 0.7662
1.000 0.7630
1.618 0.7579
2.618 0.7496
4.250 0.7360
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 0.7764 0.7753
PP 0.7759 0.7737
S1 0.7755 0.7721

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

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