CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 0.7782 0.7810 0.0028 0.4% 0.7826
High 0.7830 0.7837 0.0007 0.1% 0.7844
Low 0.7774 0.7798 0.0024 0.3% 0.7643
Close 0.7814 0.7814 0.0000 0.0% 0.7769
Range 0.0056 0.0039 -0.0017 -30.4% 0.0201
ATR 0.0071 0.0068 -0.0002 -3.2% 0.0000
Volume 50,484 43,757 -6,727 -13.3% 317,918
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7933 0.7913 0.7835
R3 0.7894 0.7874 0.7825
R2 0.7855 0.7855 0.7821
R1 0.7835 0.7835 0.7818 0.7845
PP 0.7816 0.7816 0.7816 0.7822
S1 0.7796 0.7796 0.7810 0.7806
S2 0.7777 0.7777 0.7807
S3 0.7738 0.7757 0.7803
S4 0.7699 0.7718 0.7793
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 0.7837 0.7643 0.0194 2.5% 0.0072 0.9% 88% True False 59,377
10 0.7902 0.7643 0.0259 3.3% 0.0065 0.8% 66% False False 59,706
20 0.7902 0.7587 0.0315 4.0% 0.0067 0.9% 72% False False 32,602
40 0.8018 0.7587 0.0431 5.5% 0.0065 0.8% 53% False False 16,481
60 0.8018 0.7570 0.0448 5.7% 0.0067 0.9% 54% False False 11,057
80 0.8018 0.7388 0.0630 8.1% 0.0067 0.9% 68% False False 8,316
100 0.8018 0.7100 0.0918 11.7% 0.0066 0.8% 78% False False 6,658
120 0.8018 0.6842 0.1176 15.0% 0.0063 0.8% 83% False False 5,564
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8003
2.618 0.7939
1.618 0.7900
1.000 0.7876
0.618 0.7861
HIGH 0.7837
0.618 0.7822
0.500 0.7818
0.382 0.7813
LOW 0.7798
0.618 0.7774
1.000 0.7759
1.618 0.7735
2.618 0.7696
4.250 0.7632
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 0.7818 0.7801
PP 0.7816 0.7788
S1 0.7815 0.7775

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

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