CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 0.7667 0.7668 0.0001 0.0% 0.7700
High 0.7672 0.7675 0.0003 0.0% 0.7799
Low 0.7620 0.7581 -0.0039 -0.5% 0.7661
Close 0.7667 0.7590 -0.0077 -1.0% 0.7676
Range 0.0052 0.0094 0.0042 79.8% 0.0139
ATR 0.0063 0.0065 0.0002 3.5% 0.0000
Volume 88,403 91,570 3,167 3.6% 322,269
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7896 0.7836 0.7641
R3 0.7802 0.7743 0.7615
R2 0.7709 0.7709 0.7607
R1 0.7649 0.7649 0.7598 0.7632
PP 0.7615 0.7615 0.7615 0.7607
S1 0.7556 0.7556 0.7581 0.7539
S2 0.7522 0.7522 0.7572
S3 0.7428 0.7462 0.7564
S4 0.7335 0.7369 0.7538
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8127 0.8040 0.7752
R3 0.7989 0.7902 0.7714
R2 0.7850 0.7850 0.7701
R1 0.7763 0.7763 0.7689 0.7738
PP 0.7712 0.7712 0.7712 0.7699
S1 0.7625 0.7625 0.7663 0.7599
S2 0.7573 0.7573 0.7651
S3 0.7435 0.7486 0.7638
S4 0.7296 0.7348 0.7600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7799 0.7581 0.0218 2.9% 0.0069 0.9% 4% False True 79,753
10 0.7799 0.7581 0.0218 2.9% 0.0066 0.9% 4% False True 78,836
20 0.7836 0.7581 0.0255 3.4% 0.0062 0.8% 3% False True 68,239
40 0.7836 0.7546 0.0290 3.8% 0.0063 0.8% 15% False False 64,668
60 0.7889 0.7546 0.0343 4.5% 0.0068 0.9% 13% False False 63,947
80 0.7902 0.7546 0.0356 4.7% 0.0068 0.9% 12% False False 54,943
100 0.8018 0.7546 0.0472 6.2% 0.0067 0.9% 9% False False 44,022
120 0.8018 0.7529 0.0489 6.4% 0.0068 0.9% 12% False False 36,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8072
2.618 0.7919
1.618 0.7826
1.000 0.7768
0.618 0.7732
HIGH 0.7675
0.618 0.7639
0.500 0.7628
0.382 0.7617
LOW 0.7581
0.618 0.7523
1.000 0.7488
1.618 0.7430
2.618 0.7336
4.250 0.7184
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 0.7628 0.7667
PP 0.7615 0.7641
S1 0.7602 0.7615

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

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