CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 0.7609 0.7584 -0.0025 -0.3% 0.7732
High 0.7622 0.7594 -0.0027 -0.4% 0.7736
Low 0.7556 0.7556 -0.0001 0.0% 0.7588
Close 0.7568 0.7583 0.0015 0.2% 0.7609
Range 0.0066 0.0039 -0.0027 -41.2% 0.0148
ATR 0.0065 0.0064 -0.0002 -2.9% 0.0000
Volume 382 118 -264 -69.1% 1,116
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7693 0.7677 0.7604
R3 0.7655 0.7638 0.7594
R2 0.7616 0.7616 0.7590
R1 0.7600 0.7600 0.7587 0.7589
PP 0.7578 0.7578 0.7578 0.7572
S1 0.7561 0.7561 0.7579 0.7550
S2 0.7539 0.7539 0.7576
S3 0.7500 0.7522 0.7572
S4 0.7462 0.7484 0.7562
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8088 0.7997 0.7690
R3 0.7940 0.7849 0.7650
R2 0.7792 0.7792 0.7636
R1 0.7701 0.7701 0.7623 0.7672
PP 0.7644 0.7644 0.7644 0.7630
S1 0.7553 0.7553 0.7595 0.7524
S2 0.7496 0.7496 0.7582
S3 0.7348 0.7405 0.7568
S4 0.7200 0.7257 0.7528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7685 0.7556 0.0129 1.7% 0.0053 0.7% 21% False True 284
10 0.7776 0.7556 0.0221 2.9% 0.0060 0.8% 12% False True 216
20 0.7789 0.7556 0.0234 3.1% 0.0062 0.8% 12% False True 175
40 0.7899 0.7556 0.0344 4.5% 0.0062 0.8% 8% False True 270
60 0.7988 0.7556 0.0433 5.7% 0.0059 0.8% 6% False True 224
80 0.8000 0.7556 0.0445 5.9% 0.0056 0.7% 6% False True 185
100 0.8000 0.7469 0.0531 7.0% 0.0056 0.7% 21% False False 157
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7758
2.618 0.7695
1.618 0.7656
1.000 0.7633
0.618 0.7618
HIGH 0.7594
0.618 0.7579
0.500 0.7575
0.382 0.7570
LOW 0.7556
0.618 0.7532
1.000 0.7517
1.618 0.7493
2.618 0.7455
4.250 0.7392
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 0.7580 0.7608
PP 0.7578 0.7600
S1 0.7575 0.7591

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

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