CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 0.7681 0.7653 -0.0028 -0.4% 0.7668
High 0.7685 0.7680 -0.0005 -0.1% 0.7776
Low 0.7638 0.7637 -0.0001 0.0% 0.7615
Close 0.7659 0.7642 -0.0017 -0.2% 0.7729
Range 0.0047 0.0043 -0.0004 -8.6% 0.0161
ATR 0.0067 0.0065 -0.0002 -2.6% 0.0000
Volume 139 205 66 47.5% 938
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7780 0.7753 0.7665
R3 0.7738 0.7711 0.7653
R2 0.7695 0.7695 0.7649
R1 0.7668 0.7668 0.7645 0.7661
PP 0.7653 0.7653 0.7653 0.7649
S1 0.7626 0.7626 0.7638 0.7618
S2 0.7610 0.7610 0.7634
S3 0.7568 0.7583 0.7630
S4 0.7525 0.7541 0.7618
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 0.7637 0.0139 1.8% 0.0054 0.7% 3% False True 140
10 0.7776 0.7615 0.0161 2.1% 0.0060 0.8% 16% False False 162
20 0.7868 0.7615 0.0253 3.3% 0.0068 0.9% 10% False False 174
40 0.7899 0.7615 0.0284 3.7% 0.0061 0.8% 9% False False 259
60 0.8000 0.7589 0.0411 5.4% 0.0058 0.8% 13% False False 209
80 0.8000 0.7579 0.0421 5.5% 0.0057 0.7% 15% False False 173
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7791
1.618 0.7748
1.000 0.7722
0.618 0.7706
HIGH 0.7680
0.618 0.7663
0.500 0.7658
0.382 0.7653
LOW 0.7637
0.618 0.7611
1.000 0.7595
1.618 0.7568
2.618 0.7526
4.250 0.7456
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 0.7658 0.7680
PP 0.7653 0.7667
S1 0.7647 0.7654

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

View Archives - Comment on this page... - Back to Index of Symbols