CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 0.7630 0.7636 0.0006 0.1% 0.7691
High 0.7645 0.7704 0.0059 0.8% 0.7704
Low 0.7606 0.7625 0.0019 0.2% 0.7606
Close 0.7635 0.7696 0.0061 0.8% 0.7696
Range 0.0039 0.0079 0.0040 103.9% 0.0098
ATR 0.0058 0.0059 0.0001 2.5% 0.0000
Volume 73,185 81,503 8,318 11.4% 331,860
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7910 0.7881 0.7739
R3 0.7832 0.7803 0.7717
R2 0.7753 0.7753 0.7710
R1 0.7724 0.7724 0.7703 0.7739
PP 0.7675 0.7675 0.7675 0.7682
S1 0.7646 0.7646 0.7688 0.7660
S2 0.7596 0.7596 0.7681
S3 0.7518 0.7567 0.7674
S4 0.7439 0.7489 0.7652
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7961 0.7926 0.7749
R3 0.7863 0.7828 0.7722
R2 0.7766 0.7766 0.7713
R1 0.7731 0.7731 0.7704 0.7748
PP 0.7668 0.7668 0.7668 0.7677
S1 0.7633 0.7633 0.7687 0.7651
S2 0.7571 0.7571 0.7678
S3 0.7473 0.7536 0.7669
S4 0.7376 0.7438 0.7642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7704 0.7606 0.0098 1.3% 0.0048 0.6% 92% True False 66,372
10 0.7795 0.7606 0.0189 2.5% 0.0052 0.7% 47% False False 60,724
20 0.7836 0.7582 0.0255 3.3% 0.0055 0.7% 45% False False 61,274
40 0.7836 0.7546 0.0290 3.8% 0.0063 0.8% 52% False False 62,164
60 0.7899 0.7546 0.0353 4.6% 0.0068 0.9% 42% False False 62,336
80 0.7902 0.7546 0.0356 4.6% 0.0067 0.9% 42% False False 48,704
100 0.8018 0.7546 0.0472 6.1% 0.0067 0.9% 32% False False 39,024
120 0.8018 0.7476 0.0542 7.0% 0.0068 0.9% 40% False False 32,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8037
2.618 0.7909
1.618 0.7831
1.000 0.7782
0.618 0.7752
HIGH 0.7704
0.618 0.7674
0.500 0.7664
0.382 0.7655
LOW 0.7625
0.618 0.7576
1.000 0.7547
1.618 0.7498
2.618 0.7419
4.250 0.7291
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 0.7685 0.7682
PP 0.7675 0.7668
S1 0.7664 0.7655

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

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