CME Canadian Dollar Future September 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 0.7830 0.7770 -0.0060 -0.8% 0.7723
High 0.7830 0.7771 -0.0059 -0.8% 0.7836
Low 0.7756 0.7713 -0.0043 -0.5% 0.7707
Close 0.7777 0.7722 -0.0055 -0.7% 0.7777
Range 0.0075 0.0058 -0.0017 -22.1% 0.0129
ATR 0.0066 0.0066 0.0000 -0.3% 0.0000
Volume 58,379 57,844 -535 -0.9% 296,329
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7909 0.7874 0.7754
R3 0.7851 0.7816 0.7738
R2 0.7793 0.7793 0.7733
R1 0.7758 0.7758 0.7727 0.7747
PP 0.7735 0.7735 0.7735 0.7730
S1 0.7700 0.7700 0.7717 0.7689
S2 0.7677 0.7677 0.7711
S3 0.7619 0.7642 0.7706
S4 0.7561 0.7584 0.7690
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8160 0.8098 0.7848
R3 0.8031 0.7969 0.7812
R2 0.7902 0.7902 0.7801
R1 0.7840 0.7840 0.7789 0.7871
PP 0.7773 0.7773 0.7773 0.7789
S1 0.7711 0.7711 0.7765 0.7742
S2 0.7644 0.7644 0.7753
S3 0.7515 0.7582 0.7742
S4 0.7386 0.7453 0.7706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7836 0.7713 0.0123 1.6% 0.0065 0.8% 7% False True 62,628
10 0.7836 0.7583 0.0254 3.3% 0.0061 0.8% 55% False False 62,579
20 0.7836 0.7546 0.0290 3.8% 0.0064 0.8% 61% False False 63,276
40 0.7836 0.7546 0.0290 3.8% 0.0068 0.9% 61% False False 61,922
60 0.7902 0.7546 0.0356 4.6% 0.0071 0.9% 49% False False 55,628
80 0.8018 0.7546 0.0472 6.1% 0.0069 0.9% 37% False False 41,872
100 0.8018 0.7546 0.0472 6.1% 0.0069 0.9% 37% False False 33,540
120 0.8018 0.7429 0.0589 7.6% 0.0069 0.9% 50% False False 27,968
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8018
2.618 0.7923
1.618 0.7865
1.000 0.7829
0.618 0.7807
HIGH 0.7771
0.618 0.7749
0.500 0.7742
0.382 0.7735
LOW 0.7713
0.618 0.7677
1.000 0.7655
1.618 0.7619
2.618 0.7561
4.250 0.7467
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 0.7742 0.7775
PP 0.7735 0.7757
S1 0.7729 0.7740

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

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