CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 0.7587 0.7606 0.0018 0.2% 0.7676
High 0.7618 0.7635 0.0017 0.2% 0.7699
Low 0.7587 0.7589 0.0002 0.0% 0.7581
Close 0.7601 0.7619 0.0019 0.2% 0.7604
Range 0.0032 0.0047 0.0015 47.6% 0.0119
ATR 0.0064 0.0063 -0.0001 -2.0% 0.0000
Volume 125 284 159 127.2% 1,412
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7754 0.7733 0.7645
R3 0.7707 0.7686 0.7632
R2 0.7661 0.7661 0.7628
R1 0.7640 0.7640 0.7623 0.7650
PP 0.7614 0.7614 0.7614 0.7619
S1 0.7593 0.7593 0.7615 0.7604
S2 0.7568 0.7568 0.7610
S3 0.7521 0.7547 0.7606
S4 0.7475 0.7500 0.7593
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% 0.0058 0.8% 32% False False 317
10 0.7699 0.7550 0.0149 2.0% 0.0063 0.8% 46% False False 247
20 0.7776 0.7550 0.0226 3.0% 0.0062 0.8% 31% False False 231
40 0.7868 0.7550 0.0318 4.2% 0.0063 0.8% 22% False False 278
60 0.7899 0.7550 0.0349 4.6% 0.0060 0.8% 20% False False 242
80 0.8000 0.7550 0.0450 5.9% 0.0060 0.8% 15% False False 211
100 0.8000 0.7532 0.0468 6.1% 0.0056 0.7% 19% False False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7757
1.618 0.7710
1.000 0.7682
0.618 0.7664
HIGH 0.7635
0.618 0.7617
0.500 0.7612
0.382 0.7606
LOW 0.7589
0.618 0.7560
1.000 0.7542
1.618 0.7513
2.618 0.7467
4.250 0.7391
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 0.7617 0.7636
PP 0.7614 0.7630
S1 0.7612 0.7625

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

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