CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 0.7635 0.7641 0.0006 0.1% 0.7690
High 0.7648 0.7707 0.0059 0.8% 0.7707
Low 0.7610 0.7624 0.0015 0.2% 0.7610
Close 0.7639 0.7699 0.0061 0.8% 0.7699
Range 0.0038 0.0083 0.0045 117.1% 0.0097
ATR 0.0055 0.0057 0.0002 3.5% 0.0000
Volume 2,650 1,011 -1,639 -61.8% 5,568
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7924 0.7894 0.7744
R3 0.7842 0.7812 0.7722
R2 0.7759 0.7759 0.7714
R1 0.7729 0.7729 0.7707 0.7744
PP 0.7677 0.7677 0.7677 0.7684
S1 0.7647 0.7647 0.7691 0.7662
S2 0.7594 0.7594 0.7684
S3 0.7511 0.7564 0.7676
S4 0.7429 0.7481 0.7654
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7963 0.7928 0.7752
R3 0.7866 0.7831 0.7726
R2 0.7769 0.7769 0.7717
R1 0.7734 0.7734 0.7708 0.7751
PP 0.7672 0.7672 0.7672 0.7680
S1 0.7637 0.7637 0.7690 0.7654
S2 0.7575 0.7575 0.7681
S3 0.7478 0.7540 0.7672
S4 0.7381 0.7443 0.7646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7707 0.7610 0.0097 1.3% 0.0048 0.6% 92% True False 1,113
10 0.7798 0.7610 0.0188 2.4% 0.0050 0.6% 48% False False 748
20 0.7838 0.7587 0.0251 3.3% 0.0052 0.7% 45% False False 613
40 0.7838 0.7550 0.0288 3.7% 0.0058 0.8% 52% False False 422
60 0.7899 0.7550 0.0349 4.5% 0.0060 0.8% 43% False False 392
80 0.7899 0.7550 0.0349 4.5% 0.0058 0.8% 43% False False 334
100 0.8000 0.7550 0.0450 5.8% 0.0058 0.8% 33% False False 289
120 0.8000 0.7488 0.0512 6.7% 0.0056 0.7% 41% False False 247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8057
2.618 0.7922
1.618 0.7840
1.000 0.7789
0.618 0.7757
HIGH 0.7707
0.618 0.7675
0.500 0.7665
0.382 0.7656
LOW 0.7624
0.618 0.7573
1.000 0.7541
1.618 0.7491
2.618 0.7408
4.250 0.7273
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 0.7688 0.7685
PP 0.7677 0.7672
S1 0.7665 0.7658

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

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