CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 0.7720 0.7747 0.0027 0.3% 0.7668
High 0.7775 0.7776 0.0001 0.0% 0.7776
Low 0.7704 0.7702 -0.0001 0.0% 0.7615
Close 0.7762 0.7729 -0.0033 -0.4% 0.7729
Range 0.0072 0.0074 0.0002 3.5% 0.0161
ATR 0.0070 0.0070 0.0000 0.4% 0.0000
Volume 163 163 0 0.0% 938
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7957 0.7917 0.7769
R3 0.7883 0.7843 0.7749
R2 0.7809 0.7809 0.7742
R1 0.7769 0.7769 0.7735 0.7752
PP 0.7736 0.7736 0.7736 0.7727
S1 0.7695 0.7695 0.7722 0.7678
S2 0.7662 0.7662 0.7715
S3 0.7588 0.7621 0.7708
S4 0.7514 0.7547 0.7688
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8189 0.8120 0.7817
R3 0.8028 0.7959 0.7773
R2 0.7867 0.7867 0.7758
R1 0.7798 0.7798 0.7743 0.7833
PP 0.7707 0.7707 0.7707 0.7724
S1 0.7637 0.7637 0.7714 0.7672
S2 0.7546 0.7546 0.7699
S3 0.7385 0.7476 0.7684
S4 0.7224 0.7315 0.7640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7776 0.7615 0.0161 2.1% 0.0072 0.9% 70% True False 187
10 0.7789 0.7615 0.0174 2.3% 0.0070 0.9% 65% False False 165
20 0.7868 0.7615 0.0253 3.3% 0.0067 0.9% 45% False False 321
40 0.7899 0.7589 0.0310 4.0% 0.0061 0.8% 45% False False 255
60 0.8000 0.7589 0.0411 5.3% 0.0058 0.8% 34% False False 210
80 0.8000 0.7532 0.0468 6.1% 0.0056 0.7% 42% False False 169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8090
2.618 0.7970
1.618 0.7896
1.000 0.7850
0.618 0.7822
HIGH 0.7776
0.618 0.7748
0.500 0.7739
0.382 0.7730
LOW 0.7702
0.618 0.7656
1.000 0.7628
1.618 0.7582
2.618 0.7508
4.250 0.7388
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 0.7739 0.7723
PP 0.7736 0.7717
S1 0.7732 0.7711

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

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