CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 0.7743 0.7748 0.0005 0.1% 0.7760
High 0.7756 0.7798 0.0042 0.5% 0.7798
Low 0.7732 0.7690 -0.0043 -0.5% 0.7690
Close 0.7739 0.7691 -0.0048 -0.6% 0.7691
Range 0.0024 0.0108 0.0085 359.6% 0.0108
ATR 0.0057 0.0061 0.0004 6.4% 0.0000
Volume 354 510 156 44.1% 1,912
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8050 0.7979 0.7750
R3 0.7942 0.7871 0.7721
R2 0.7834 0.7834 0.7711
R1 0.7763 0.7763 0.7701 0.7744
PP 0.7726 0.7726 0.7726 0.7717
S1 0.7655 0.7655 0.7681 0.7636
S2 0.7618 0.7618 0.7671
S3 0.7510 0.7547 0.7661
S4 0.7402 0.7439 0.7632
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8050 0.7979 0.7750
R3 0.7942 0.7871 0.7721
R2 0.7834 0.7834 0.7711
R1 0.7763 0.7763 0.7701 0.7744
PP 0.7726 0.7726 0.7726 0.7717
S1 0.7655 0.7655 0.7681 0.7636
S2 0.7618 0.7618 0.7671
S3 0.7510 0.7547 0.7661
S4 0.7402 0.7439 0.7632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7798 0.7690 0.0108 1.4% 0.0052 0.7% 1% True True 382
10 0.7838 0.7690 0.0149 1.9% 0.0055 0.7% 1% False True 543
20 0.7838 0.7581 0.0258 3.3% 0.0058 0.7% 43% False False 405
40 0.7838 0.7550 0.0288 3.7% 0.0061 0.8% 49% False False 301
60 0.7899 0.7550 0.0349 4.5% 0.0062 0.8% 40% False False 321
80 0.7899 0.7550 0.0349 4.5% 0.0058 0.8% 40% False False 274
100 0.8000 0.7550 0.0450 5.9% 0.0058 0.8% 31% False False 236
120 0.8000 0.7469 0.0531 6.9% 0.0057 0.7% 42% False False 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8257
2.618 0.8080
1.618 0.7972
1.000 0.7906
0.618 0.7864
HIGH 0.7798
0.618 0.7756
0.500 0.7744
0.382 0.7731
LOW 0.7690
0.618 0.7623
1.000 0.7582
1.618 0.7515
2.618 0.7407
4.250 0.7231
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 0.7744 0.7744
PP 0.7726 0.7726
S1 0.7709 0.7709

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

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