CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 0.7720 0.7740 0.0020 0.3% 0.7587
High 0.7754 0.7817 0.0063 0.8% 0.7742
Low 0.7713 0.7737 0.0024 0.3% 0.7587
Close 0.7748 0.7791 0.0043 0.6% 0.7726
Range 0.0042 0.0080 0.0039 92.8% 0.0155
ATR 0.0062 0.0063 0.0001 2.1% 0.0000
Volume 138 567 429 310.9% 1,271
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8021 0.7986 0.7835
R3 0.7941 0.7906 0.7813
R2 0.7861 0.7861 0.7806
R1 0.7826 0.7826 0.7798 0.7844
PP 0.7781 0.7781 0.7781 0.7790
S1 0.7746 0.7746 0.7784 0.7764
S2 0.7701 0.7701 0.7776
S3 0.7621 0.7666 0.7769
S4 0.7541 0.7586 0.7747
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 0.7817 0.7629 0.0188 2.4% 0.0061 0.8% 86% True False 313
10 0.7817 0.7581 0.0236 3.0% 0.0059 0.8% 89% True False 315
20 0.7817 0.7550 0.0267 3.4% 0.0060 0.8% 90% True False 273
40 0.7868 0.7550 0.0318 4.1% 0.0064 0.8% 76% False False 287
60 0.7899 0.7550 0.0349 4.5% 0.0060 0.8% 69% False False 260
80 0.8000 0.7550 0.0450 5.8% 0.0059 0.8% 54% False False 222
100 0.8000 0.7550 0.0450 5.8% 0.0057 0.7% 54% False False 190
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 0.0009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8026
1.618 0.7946
1.000 0.7897
0.618 0.7866
HIGH 0.7817
0.618 0.7786
0.500 0.7777
0.382 0.7767
LOW 0.7737
0.618 0.7687
1.000 0.7657
1.618 0.7607
2.618 0.7527
4.250 0.7397
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 0.7786 0.7781
PP 0.7781 0.7770
S1 0.7777 0.7760

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

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