CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 0.7611 0.7566 -0.0045 -0.6% 0.7725
High 0.7621 0.7593 -0.0028 -0.4% 0.7736
Low 0.7553 0.7552 -0.0001 0.0% 0.7585
Close 0.7566 0.7581 0.0015 0.2% 0.7607
Range 0.0068 0.0041 -0.0027 -39.7% 0.0152
ATR 0.0072 0.0070 -0.0002 -3.1% 0.0000
Volume 48,147 59,874 11,727 24.4% 268,368
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7698 0.7680 0.7603
R3 0.7657 0.7639 0.7592
R2 0.7616 0.7616 0.7588
R1 0.7598 0.7598 0.7584 0.7607
PP 0.7575 0.7575 0.7575 0.7579
S1 0.7557 0.7557 0.7577 0.7566
S2 0.7534 0.7534 0.7573
S3 0.7493 0.7516 0.7569
S4 0.7452 0.7475 0.7558
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8097 0.8004 0.7690
R3 0.7946 0.7852 0.7649
R2 0.7794 0.7794 0.7635
R1 0.7701 0.7701 0.7621 0.7672
PP 0.7643 0.7643 0.7643 0.7628
S1 0.7549 0.7549 0.7593 0.7520
S2 0.7491 0.7491 0.7579
S3 0.7340 0.7398 0.7565
S4 0.7188 0.7246 0.7524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7685 0.7552 0.0134 1.8% 0.0056 0.7% 22% False True 55,875
10 0.7776 0.7552 0.0224 3.0% 0.0064 0.8% 13% False True 58,765
20 0.7795 0.7552 0.0244 3.2% 0.0070 0.9% 12% False True 60,463
40 0.7902 0.7552 0.0351 4.6% 0.0073 1.0% 8% False True 53,287
60 0.8018 0.7552 0.0467 6.2% 0.0071 0.9% 6% False True 35,733
80 0.8018 0.7552 0.0467 6.2% 0.0070 0.9% 6% False True 26,852
100 0.8018 0.7438 0.0580 7.7% 0.0070 0.9% 25% False False 21,505
120 0.8018 0.7150 0.0868 11.5% 0.0068 0.9% 50% False False 17,925
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 0.0013
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7767
2.618 0.7700
1.618 0.7659
1.000 0.7634
0.618 0.7618
HIGH 0.7593
0.618 0.7577
0.500 0.7572
0.382 0.7567
LOW 0.7552
0.618 0.7526
1.000 0.7511
1.618 0.7485
2.618 0.7444
4.250 0.7377
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 0.7578 0.7606
PP 0.7575 0.7597
S1 0.7572 0.7589

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

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