CME Canadian Dollar Future September 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 0.7700 0.7723 0.0024 0.3% 0.7585
High 0.7739 0.7752 0.0013 0.2% 0.7739
Low 0.7699 0.7707 0.0009 0.1% 0.7582
Close 0.7722 0.7745 0.0023 0.3% 0.7722
Range 0.0041 0.0045 0.0004 9.9% 0.0158
ATR 0.0068 0.0066 -0.0002 -2.5% 0.0000
Volume 60,831 41,029 -19,802 -32.6% 321,905
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7868 0.7851 0.7769
R3 0.7823 0.7806 0.7757
R2 0.7779 0.7779 0.7753
R1 0.7762 0.7762 0.7749 0.7770
PP 0.7734 0.7734 0.7734 0.7739
S1 0.7717 0.7717 0.7740 0.7726
S2 0.7690 0.7690 0.7736
S3 0.7645 0.7673 0.7732
S4 0.7601 0.7628 0.7720
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8153 0.8095 0.7808
R3 0.7996 0.7937 0.7765
R2 0.7838 0.7838 0.7750
R1 0.7780 0.7780 0.7736 0.7809
PP 0.7681 0.7681 0.7681 0.7695
S1 0.7622 0.7622 0.7707 0.7652
S2 0.7523 0.7523 0.7693
S3 0.7366 0.7465 0.7678
S4 0.7208 0.7307 0.7635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7752 0.7583 0.0169 2.2% 0.0057 0.7% 96% True False 62,530
10 0.7752 0.7577 0.0175 2.3% 0.0061 0.8% 96% True False 64,979
20 0.7752 0.7546 0.0206 2.7% 0.0063 0.8% 97% True False 61,096
40 0.7889 0.7546 0.0343 4.4% 0.0072 0.9% 58% False False 61,801
60 0.7902 0.7546 0.0356 4.6% 0.0070 0.9% 56% False False 50,511
80 0.8018 0.7546 0.0472 6.1% 0.0068 0.9% 42% False False 37,968
100 0.8018 0.7529 0.0489 6.3% 0.0069 0.9% 44% False False 30,414
120 0.8018 0.7320 0.0698 9.0% 0.0068 0.9% 61% False False 25,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7941
2.618 0.7868
1.618 0.7824
1.000 0.7796
0.618 0.7779
HIGH 0.7752
0.618 0.7735
0.500 0.7729
0.382 0.7724
LOW 0.7707
0.618 0.7679
1.000 0.7663
1.618 0.7635
2.618 0.7590
4.250 0.7518
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 0.7739 0.7730
PP 0.7734 0.7715
S1 0.7729 0.7700

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.