CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 0.7584 0.7599 0.0015 0.2% 0.7732
High 0.7594 0.7603 0.0008 0.1% 0.7736
Low 0.7556 0.7550 -0.0005 -0.1% 0.7588
Close 0.7583 0.7575 -0.0009 -0.1% 0.7609
Range 0.0039 0.0052 0.0014 36.4% 0.0148
ATR 0.0064 0.0063 -0.0001 -1.2% 0.0000
Volume 118 129 11 9.3% 1,116
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7733 0.7706 0.7603
R3 0.7681 0.7654 0.7589
R2 0.7628 0.7628 0.7584
R1 0.7601 0.7601 0.7579 0.7589
PP 0.7576 0.7576 0.7576 0.7569
S1 0.7549 0.7549 0.7570 0.7536
S2 0.7523 0.7523 0.7565
S3 0.7471 0.7496 0.7560
S4 0.7418 0.7444 0.7546
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 0.7680 0.7550 0.0130 1.7% 0.0054 0.7% 19% False True 282
10 0.7776 0.7550 0.0226 3.0% 0.0057 0.8% 11% False True 207
20 0.7789 0.7550 0.0239 3.2% 0.0061 0.8% 10% False True 178
40 0.7899 0.7550 0.0349 4.6% 0.0061 0.8% 7% False True 269
60 0.7980 0.7550 0.0430 5.7% 0.0060 0.8% 6% False True 226
80 0.8000 0.7550 0.0450 5.9% 0.0057 0.7% 5% False True 187
100 0.8000 0.7469 0.0531 7.0% 0.0056 0.7% 20% False False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7740
1.618 0.7687
1.000 0.7655
0.618 0.7635
HIGH 0.7603
0.618 0.7582
0.500 0.7576
0.382 0.7570
LOW 0.7550
0.618 0.7518
1.000 0.7498
1.618 0.7465
2.618 0.7413
4.250 0.7327
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 0.7576 0.7586
PP 0.7576 0.7582
S1 0.7575 0.7578

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

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