CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 0.7722 0.7681 -0.0041 -0.5% 0.7668
High 0.7722 0.7685 -0.0038 -0.5% 0.7776
Low 0.7670 0.7638 -0.0032 -0.4% 0.7615
Close 0.7681 0.7659 -0.0022 -0.3% 0.7729
Range 0.0052 0.0047 -0.0006 -10.6% 0.0161
ATR 0.0068 0.0067 -0.0002 -2.3% 0.0000
Volume 88 139 51 58.0% 938
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7800 0.7776 0.7684
R3 0.7753 0.7729 0.7671
R2 0.7707 0.7707 0.7667
R1 0.7683 0.7683 0.7663 0.7672
PP 0.7660 0.7660 0.7660 0.7655
S1 0.7636 0.7636 0.7654 0.7625
S2 0.7614 0.7614 0.7650
S3 0.7567 0.7590 0.7646
S4 0.7521 0.7543 0.7633
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 0.7638 0.0138 1.8% 0.0060 0.8% 15% False True 131
10 0.7776 0.7615 0.0161 2.1% 0.0064 0.8% 27% False False 163
20 0.7868 0.7615 0.0253 3.3% 0.0068 0.9% 17% False False 302
40 0.7899 0.7589 0.0310 4.0% 0.0061 0.8% 22% False False 256
60 0.8000 0.7589 0.0411 5.4% 0.0059 0.8% 17% False False 206
80 0.8000 0.7579 0.0421 5.5% 0.0057 0.7% 19% False False 172
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 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7882
2.618 0.7806
1.618 0.7760
1.000 0.7731
0.618 0.7713
HIGH 0.7685
0.618 0.7667
0.500 0.7661
0.382 0.7656
LOW 0.7638
0.618 0.7609
1.000 0.7592
1.618 0.7563
2.618 0.7516
4.250 0.7440
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 0.7661 0.7687
PP 0.7660 0.7677
S1 0.7659 0.7668

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

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