CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 0.7747 0.7732 -0.0015 -0.2% 0.7668
High 0.7776 0.7736 -0.0041 -0.5% 0.7776
Low 0.7702 0.7681 -0.0021 -0.3% 0.7615
Close 0.7729 0.7725 -0.0004 0.0% 0.7729
Range 0.0074 0.0055 -0.0019 -26.4% 0.0161
ATR 0.0070 0.0069 -0.0001 -1.6% 0.0000
Volume 163 105 -58 -35.6% 938
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7877 0.7856 0.7755
R3 0.7823 0.7801 0.7740
R2 0.7768 0.7768 0.7735
R1 0.7747 0.7747 0.7730 0.7730
PP 0.7714 0.7714 0.7714 0.7706
S1 0.7692 0.7692 0.7720 0.7676
S2 0.7659 0.7659 0.7715
S3 0.7605 0.7638 0.7710
S4 0.7550 0.7583 0.7695
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 0.7630 0.0146 1.9% 0.0072 0.9% 65% False False 147
10 0.7789 0.7615 0.0174 2.3% 0.0070 0.9% 63% False False 172
20 0.7868 0.7615 0.0253 3.3% 0.0066 0.9% 43% False False 320
40 0.7899 0.7589 0.0310 4.0% 0.0060 0.8% 44% False False 252
60 0.8000 0.7589 0.0411 5.3% 0.0058 0.7% 33% False False 210
80 0.8000 0.7532 0.0468 6.1% 0.0056 0.7% 41% False False 170
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7967
2.618 0.7878
1.618 0.7824
1.000 0.7790
0.618 0.7769
HIGH 0.7736
0.618 0.7715
0.500 0.7708
0.382 0.7702
LOW 0.7681
0.618 0.7647
1.000 0.7627
1.618 0.7593
2.618 0.7538
4.250 0.7449
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 0.7719 0.7729
PP 0.7714 0.7727
S1 0.7708 0.7726

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

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