CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 0.7680 0.7651 -0.0029 -0.4% 0.7665
High 0.7685 0.7680 -0.0005 -0.1% 0.7776
Low 0.7637 0.7634 -0.0003 0.0% 0.7611
Close 0.7658 0.7640 -0.0018 -0.2% 0.7728
Range 0.0049 0.0046 -0.0003 -5.2% 0.0165
ATR 0.0075 0.0073 -0.0002 -2.7% 0.0000
Volume 50,745 44,900 -5,845 -11.5% 355,151
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7789 0.7760 0.7665
R3 0.7743 0.7714 0.7652
R2 0.7697 0.7697 0.7648
R1 0.7668 0.7668 0.7644 0.7660
PP 0.7651 0.7651 0.7651 0.7647
S1 0.7622 0.7622 0.7635 0.7614
S2 0.7605 0.7605 0.7631
S3 0.7559 0.7576 0.7627
S4 0.7513 0.7530 0.7614
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8200 0.8129 0.7818
R3 0.8035 0.7964 0.7773
R2 0.7870 0.7870 0.7758
R1 0.7799 0.7799 0.7743 0.7834
PP 0.7705 0.7705 0.7705 0.7722
S1 0.7634 0.7634 0.7712 0.7669
S2 0.7540 0.7540 0.7697
S3 0.7375 0.7469 0.7682
S4 0.7210 0.7304 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7776 0.7634 0.0142 1.9% 0.0059 0.8% 4% False True 50,040
10 0.7776 0.7611 0.0165 2.2% 0.0067 0.9% 18% False False 61,204
20 0.7889 0.7611 0.0279 3.6% 0.0080 1.0% 10% False False 62,461
40 0.7902 0.7609 0.0293 3.8% 0.0074 1.0% 10% False False 48,796
60 0.8018 0.7587 0.0431 5.6% 0.0071 0.9% 12% False False 32,679
80 0.8018 0.7570 0.0448 5.9% 0.0070 0.9% 16% False False 24,561
100 0.8018 0.7396 0.0622 8.1% 0.0070 0.9% 39% False False 19,669
120 0.8018 0.7112 0.0906 11.9% 0.0068 0.9% 58% False False 16,395
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7876
2.618 0.7800
1.618 0.7754
1.000 0.7726
0.618 0.7708
HIGH 0.7680
0.618 0.7662
0.500 0.7657
0.382 0.7652
LOW 0.7634
0.618 0.7606
1.000 0.7588
1.618 0.7560
2.618 0.7514
4.250 0.7439
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 0.7657 0.7683
PP 0.7651 0.7668
S1 0.7645 0.7654

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

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