CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 0.7748 0.7690 -0.0059 -0.8% 0.7760
High 0.7798 0.7697 -0.0101 -1.3% 0.7798
Low 0.7690 0.7669 -0.0020 -0.3% 0.7690
Close 0.7691 0.7685 -0.0006 -0.1% 0.7691
Range 0.0108 0.0027 -0.0081 -74.5% 0.0108
ATR 0.0061 0.0058 -0.0002 -3.9% 0.0000
Volume 510 244 -266 -52.2% 1,912
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7766 0.7753 0.7700
R3 0.7738 0.7725 0.7693
R2 0.7711 0.7711 0.7690
R1 0.7698 0.7698 0.7688 0.7691
PP 0.7684 0.7684 0.7684 0.7680
S1 0.7671 0.7671 0.7682 0.7663
S2 0.7656 0.7656 0.7680
S3 0.7629 0.7643 0.7677
S4 0.7601 0.7616 0.7670
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 0.7669 0.0128 1.7% 0.0048 0.6% 12% False True 356
10 0.7838 0.7669 0.0169 2.2% 0.0053 0.7% 9% False True 554
20 0.7838 0.7581 0.0258 3.4% 0.0056 0.7% 41% False False 414
40 0.7838 0.7550 0.0288 3.7% 0.0060 0.8% 47% False False 306
60 0.7899 0.7550 0.0349 4.5% 0.0061 0.8% 39% False False 319
80 0.7899 0.7550 0.0349 4.5% 0.0058 0.8% 39% False False 276
100 0.8000 0.7550 0.0450 5.9% 0.0058 0.8% 30% False False 238
120 0.8000 0.7469 0.0531 6.9% 0.0056 0.7% 41% False False 204
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7813
2.618 0.7768
1.618 0.7741
1.000 0.7724
0.618 0.7713
HIGH 0.7697
0.618 0.7686
0.500 0.7683
0.382 0.7680
LOW 0.7669
0.618 0.7652
1.000 0.7642
1.618 0.7625
2.618 0.7597
4.250 0.7552
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 0.7684 0.7733
PP 0.7684 0.7717
S1 0.7683 0.7701

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

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