CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 0.7740 0.7779 0.0040 0.5% 0.7587
High 0.7817 0.7797 -0.0020 -0.3% 0.7742
Low 0.7737 0.7747 0.0010 0.1% 0.7587
Close 0.7791 0.7789 -0.0003 0.0% 0.7726
Range 0.0080 0.0050 -0.0030 -37.5% 0.0155
ATR 0.0063 0.0062 -0.0001 -1.5% 0.0000
Volume 567 244 -323 -57.0% 1,271
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7927 0.7908 0.7816
R3 0.7877 0.7858 0.7802
R2 0.7827 0.7827 0.7798
R1 0.7808 0.7808 0.7793 0.7818
PP 0.7777 0.7777 0.7777 0.7782
S1 0.7758 0.7758 0.7784 0.7768
S2 0.7727 0.7727 0.7779
S3 0.7677 0.7708 0.7775
S4 0.7627 0.7658 0.7761
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 0.7653 0.0164 2.1% 0.0056 0.7% 83% False False 295
10 0.7817 0.7581 0.0236 3.0% 0.0060 0.8% 88% False False 311
20 0.7817 0.7550 0.0267 3.4% 0.0060 0.8% 89% False False 278
40 0.7868 0.7550 0.0318 4.1% 0.0064 0.8% 75% False False 290
60 0.7899 0.7550 0.0349 4.5% 0.0061 0.8% 68% False False 263
80 0.8000 0.7550 0.0450 5.8% 0.0059 0.8% 53% False False 224
100 0.8000 0.7550 0.0450 5.8% 0.0058 0.7% 53% False False 193
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8009
2.618 0.7927
1.618 0.7877
1.000 0.7847
0.618 0.7827
HIGH 0.7797
0.618 0.7777
0.500 0.7772
0.382 0.7766
LOW 0.7747
0.618 0.7716
1.000 0.7697
1.618 0.7666
2.618 0.7616
4.250 0.7534
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 0.7783 0.7781
PP 0.7777 0.7773
S1 0.7772 0.7765

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

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