CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 0.7663 0.7684 0.0021 0.3% 0.7676
High 0.7699 0.7691 -0.0009 -0.1% 0.7699
Low 0.7647 0.7581 -0.0066 -0.9% 0.7581
Close 0.7690 0.7604 -0.0086 -1.1% 0.7604
Range 0.0053 0.0110 0.0057 109.5% 0.0119
ATR 0.0064 0.0067 0.0003 5.2% 0.0000
Volume 370 521 151 40.8% 1,412
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7955 0.7890 0.7665
R3 0.7845 0.7780 0.7634
R2 0.7735 0.7735 0.7624
R1 0.7670 0.7670 0.7614 0.7647
PP 0.7625 0.7625 0.7625 0.7614
S1 0.7560 0.7560 0.7594 0.7537
S2 0.7515 0.7515 0.7584
S3 0.7405 0.7450 0.7574
S4 0.7295 0.7340 0.7544
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7983 0.7912 0.7669
R3 0.7865 0.7794 0.7637
R2 0.7746 0.7746 0.7626
R1 0.7675 0.7675 0.7615 0.7652
PP 0.7628 0.7628 0.7628 0.7616
S1 0.7557 0.7557 0.7593 0.7533
S2 0.7509 0.7509 0.7582
S3 0.7391 0.7438 0.7571
S4 0.7272 0.7320 0.7539
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7699 0.7581 0.0119 1.6% 0.0068 0.9% 20% False True 282
10 0.7699 0.7550 0.0149 2.0% 0.0066 0.9% 36% False False 256
20 0.7776 0.7550 0.0226 3.0% 0.0064 0.8% 24% False False 231
40 0.7899 0.7550 0.0349 4.6% 0.0064 0.8% 15% False False 281
60 0.7899 0.7550 0.0349 4.6% 0.0060 0.8% 15% False False 240
80 0.8000 0.7550 0.0450 5.9% 0.0060 0.8% 12% False False 208
100 0.8000 0.7488 0.0512 6.7% 0.0057 0.8% 23% False False 174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.8158
2.618 0.7978
1.618 0.7868
1.000 0.7801
0.618 0.7758
HIGH 0.7691
0.618 0.7648
0.500 0.7636
0.382 0.7623
LOW 0.7581
0.618 0.7513
1.000 0.7471
1.618 0.7403
2.618 0.7293
4.250 0.7113
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 0.7636 0.7640
PP 0.7625 0.7628
S1 0.7615 0.7616

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

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