CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 0.7645 0.7678 0.0033 0.4% 0.7782
High 0.7713 0.7734 0.0021 0.3% 0.7889
Low 0.7630 0.7668 0.0038 0.5% 0.7635
Close 0.7663 0.7704 0.0041 0.5% 0.7711
Range 0.0083 0.0066 -0.0017 -20.5% 0.0254
ATR 0.0081 0.0080 -0.0001 -0.9% 0.0000
Volume 54,188 51,529 -2,659 -4.9% 308,295
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7900 0.7868 0.7740
R3 0.7834 0.7802 0.7722
R2 0.7768 0.7768 0.7716
R1 0.7736 0.7736 0.7710 0.7752
PP 0.7702 0.7702 0.7702 0.7710
S1 0.7670 0.7670 0.7698 0.7686
S2 0.7636 0.7636 0.7692
S3 0.7570 0.7604 0.7686
S4 0.7504 0.7538 0.7668
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8507 0.8363 0.7851
R3 0.8253 0.8109 0.7781
R2 0.7999 0.7999 0.7758
R1 0.7855 0.7855 0.7734 0.7800
PP 0.7745 0.7745 0.7745 0.7718
S1 0.7601 0.7601 0.7688 0.7546
S2 0.7491 0.7491 0.7664
S3 0.7237 0.7347 0.7641
S4 0.6983 0.7093 0.7571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7889 0.7621 0.0268 3.5% 0.0105 1.4% 31% False False 65,881
10 0.7889 0.7621 0.0268 3.5% 0.0088 1.1% 31% False False 61,436
20 0.7902 0.7609 0.0293 3.8% 0.0079 1.0% 32% False False 51,153
40 0.7902 0.7587 0.0315 4.1% 0.0070 0.9% 37% False False 25,995
60 0.8018 0.7587 0.0431 5.6% 0.0070 0.9% 27% False False 17,407
80 0.8018 0.7450 0.0568 7.4% 0.0070 0.9% 45% False False 13,086
100 0.8018 0.7150 0.0868 11.3% 0.0068 0.9% 64% False False 10,474
120 0.8018 0.6842 0.1176 15.3% 0.0066 0.9% 73% False False 8,739
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8015
2.618 0.7907
1.618 0.7841
1.000 0.7800
0.618 0.7775
HIGH 0.7734
0.618 0.7709
0.500 0.7701
0.382 0.7693
LOW 0.7668
0.618 0.7627
1.000 0.7602
1.618 0.7561
2.618 0.7495
4.250 0.7388
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 0.7703 0.7695
PP 0.7702 0.7686
S1 0.7701 0.7678

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

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