CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 0.7684 0.7587 -0.0097 -1.3% 0.7676
High 0.7691 0.7618 -0.0072 -0.9% 0.7699
Low 0.7581 0.7587 0.0006 0.1% 0.7581
Close 0.7604 0.7601 -0.0004 0.0% 0.7604
Range 0.0110 0.0032 -0.0079 -71.4% 0.0119
ATR 0.0067 0.0064 -0.0003 -3.8% 0.0000
Volume 521 125 -396 -76.0% 1,412
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7696 0.7680 0.7618
R3 0.7665 0.7648 0.7609
R2 0.7633 0.7633 0.7606
R1 0.7617 0.7617 0.7603 0.7625
PP 0.7602 0.7602 0.7602 0.7606
S1 0.7585 0.7585 0.7598 0.7594
S2 0.7570 0.7570 0.7595
S3 0.7539 0.7554 0.7592
S4 0.7507 0.7522 0.7583
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% 0.0064 0.8% 17% False False 294
10 0.7699 0.7550 0.0149 2.0% 0.0062 0.8% 34% False False 231
20 0.7776 0.7550 0.0226 3.0% 0.0063 0.8% 22% False False 222
40 0.7868 0.7550 0.0318 4.2% 0.0063 0.8% 16% False False 276
60 0.7899 0.7550 0.0349 4.6% 0.0060 0.8% 14% False False 239
80 0.8000 0.7550 0.0450 5.9% 0.0059 0.8% 11% False False 209
100 0.8000 0.7532 0.0468 6.2% 0.0056 0.7% 15% False False 174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.7752
2.618 0.7700
1.618 0.7669
1.000 0.7650
0.618 0.7637
HIGH 0.7618
0.618 0.7606
0.500 0.7602
0.382 0.7599
LOW 0.7587
0.618 0.7567
1.000 0.7555
1.618 0.7536
2.618 0.7504
4.250 0.7453
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 0.7602 0.7640
PP 0.7602 0.7627
S1 0.7601 0.7614

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

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