CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 0.7606 0.7629 0.0024 0.3% 0.7676
High 0.7635 0.7706 0.0071 0.9% 0.7699
Low 0.7589 0.7629 0.0041 0.5% 0.7581
Close 0.7619 0.7666 0.0046 0.6% 0.7604
Range 0.0047 0.0076 0.0030 64.5% 0.0119
ATR 0.0063 0.0065 0.0002 2.6% 0.0000
Volume 284 333 49 17.3% 1,412
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7896 0.7857 0.7708
R3 0.7820 0.7781 0.7687
R2 0.7743 0.7743 0.7680
R1 0.7704 0.7704 0.7673 0.7724
PP 0.7667 0.7667 0.7667 0.7676
S1 0.7628 0.7628 0.7658 0.7647
S2 0.7590 0.7590 0.7651
S3 0.7514 0.7551 0.7644
S4 0.7437 0.7475 0.7623
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 0.7706 0.7581 0.0125 1.6% 0.0063 0.8% 68% True False 326
10 0.7706 0.7581 0.0125 1.6% 0.0065 0.9% 68% True False 268
20 0.7776 0.7550 0.0226 2.9% 0.0061 0.8% 51% False False 237
40 0.7868 0.7550 0.0318 4.1% 0.0065 0.8% 36% False False 280
60 0.7899 0.7550 0.0349 4.6% 0.0061 0.8% 33% False False 247
80 0.8000 0.7550 0.0450 5.9% 0.0059 0.8% 26% False False 215
100 0.8000 0.7532 0.0468 6.1% 0.0056 0.7% 29% False False 180
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 False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8031
2.618 0.7906
1.618 0.7829
1.000 0.7782
0.618 0.7753
HIGH 0.7706
0.618 0.7676
0.500 0.7667
0.382 0.7658
LOW 0.7629
0.618 0.7582
1.000 0.7553
1.618 0.7505
2.618 0.7429
4.250 0.7304
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 0.7667 0.7659
PP 0.7667 0.7653
S1 0.7666 0.7646

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

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