CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 0.7732 0.7722 -0.0010 -0.1% 0.7668
High 0.7736 0.7722 -0.0014 -0.2% 0.7776
Low 0.7681 0.7670 -0.0011 -0.1% 0.7615
Close 0.7725 0.7681 -0.0045 -0.6% 0.7729
Range 0.0055 0.0052 -0.0003 -4.6% 0.0161
ATR 0.0069 0.0068 -0.0001 -1.5% 0.0000
Volume 105 88 -17 -16.2% 938
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7847 0.7816 0.7709
R3 0.7795 0.7764 0.7695
R2 0.7743 0.7743 0.7690
R1 0.7712 0.7712 0.7685 0.7701
PP 0.7691 0.7691 0.7691 0.7686
S1 0.7660 0.7660 0.7676 0.7649
S2 0.7639 0.7639 0.7671
S3 0.7587 0.7608 0.7666
S4 0.7535 0.7556 0.7652
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 0.7645 0.0131 1.7% 0.0067 0.9% 27% False False 147
10 0.7776 0.7615 0.0161 2.1% 0.0065 0.8% 41% False False 168
20 0.7868 0.7615 0.0253 3.3% 0.0067 0.9% 26% False False 300
40 0.7899 0.7589 0.0310 4.0% 0.0061 0.8% 30% False False 254
60 0.8000 0.7589 0.0411 5.4% 0.0058 0.8% 22% False False 205
80 0.8000 0.7579 0.0421 5.5% 0.0057 0.7% 24% False False 170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7943
2.618 0.7858
1.618 0.7806
1.000 0.7774
0.618 0.7754
HIGH 0.7722
0.618 0.7702
0.500 0.7696
0.382 0.7690
LOW 0.7670
0.618 0.7638
1.000 0.7618
1.618 0.7586
2.618 0.7534
4.250 0.7449
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 0.7696 0.7723
PP 0.7691 0.7709
S1 0.7686 0.7695

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

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