CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 0.7710 0.7720 0.0010 0.1% 0.7587
High 0.7742 0.7754 0.0012 0.2% 0.7742
Low 0.7704 0.7713 0.0009 0.1% 0.7587
Close 0.7726 0.7748 0.0022 0.3% 0.7726
Range 0.0038 0.0042 0.0003 9.2% 0.0155
ATR 0.0063 0.0062 -0.0002 -2.5% 0.0000
Volume 151 138 -13 -8.6% 1,271
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7863 0.7847 0.7770
R3 0.7821 0.7805 0.7759
R2 0.7780 0.7780 0.7755
R1 0.7764 0.7764 0.7751 0.7772
PP 0.7738 0.7738 0.7738 0.7742
S1 0.7722 0.7722 0.7744 0.7730
S2 0.7697 0.7697 0.7740
S3 0.7655 0.7681 0.7736
S4 0.7614 0.7639 0.7725
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8150 0.8093 0.7811
R3 0.7995 0.7938 0.7768
R2 0.7840 0.7840 0.7754
R1 0.7783 0.7783 0.7740 0.7811
PP 0.7685 0.7685 0.7685 0.7699
S1 0.7628 0.7628 0.7711 0.7656
S2 0.7530 0.7530 0.7697
S3 0.7375 0.7473 0.7683
S4 0.7220 0.7318 0.7640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7754 0.7589 0.0166 2.1% 0.0055 0.7% 96% True False 256
10 0.7754 0.7581 0.0174 2.2% 0.0059 0.8% 96% True False 275
20 0.7754 0.7550 0.0204 2.6% 0.0059 0.8% 97% True False 249
40 0.7868 0.7550 0.0318 4.1% 0.0062 0.8% 62% False False 285
60 0.7899 0.7550 0.0349 4.5% 0.0060 0.8% 57% False False 251
80 0.8000 0.7550 0.0450 5.8% 0.0058 0.8% 44% False False 219
100 0.8000 0.7532 0.0468 6.0% 0.0057 0.7% 46% False False 185
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7930
2.618 0.7863
1.618 0.7821
1.000 0.7796
0.618 0.7780
HIGH 0.7754
0.618 0.7738
0.500 0.7733
0.382 0.7728
LOW 0.7713
0.618 0.7687
1.000 0.7671
1.618 0.7645
2.618 0.7604
4.250 0.7536
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 0.7743 0.7733
PP 0.7738 0.7718
S1 0.7733 0.7704

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

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