CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 0.7744 0.7735 -0.0009 -0.1% 0.7723
High 0.7752 0.7754 0.0002 0.0% 0.7836
Low 0.7718 0.7729 0.0011 0.1% 0.7707
Close 0.7732 0.7736 0.0004 0.1% 0.7777
Range 0.0034 0.0025 -0.0009 -26.9% 0.0129
ATR 0.0063 0.0060 -0.0003 -4.4% 0.0000
Volume 48,119 37,049 -11,070 -23.0% 296,329
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7813 0.7799 0.7749
R3 0.7788 0.7774 0.7742
R2 0.7764 0.7764 0.7740
R1 0.7750 0.7750 0.7738 0.7757
PP 0.7739 0.7739 0.7739 0.7743
S1 0.7725 0.7725 0.7733 0.7732
S2 0.7715 0.7715 0.7731
S3 0.7690 0.7701 0.7729
S4 0.7666 0.7676 0.7722
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8160 0.8098 0.7848
R3 0.8031 0.7969 0.7812
R2 0.7902 0.7902 0.7801
R1 0.7840 0.7840 0.7789 0.7871
PP 0.7773 0.7773 0.7773 0.7789
S1 0.7711 0.7711 0.7765 0.7742
S2 0.7644 0.7644 0.7753
S3 0.7515 0.7582 0.7742
S4 0.7386 0.7453 0.7706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7830 0.7713 0.0117 1.5% 0.0049 0.6% 19% False False 50,260
10 0.7836 0.7699 0.0138 1.8% 0.0052 0.7% 27% False False 55,008
20 0.7836 0.7577 0.0259 3.3% 0.0061 0.8% 61% False False 60,938
40 0.7836 0.7546 0.0290 3.7% 0.0065 0.8% 65% False False 61,107
60 0.7902 0.7546 0.0356 4.6% 0.0070 0.9% 53% False False 57,789
80 0.7902 0.7546 0.0356 4.6% 0.0068 0.9% 53% False False 43,551
100 0.8018 0.7546 0.0472 6.1% 0.0068 0.9% 40% False False 34,887
120 0.8018 0.7450 0.0568 7.3% 0.0069 0.9% 50% False False 29,093
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 0.7858
2.618 0.7818
1.618 0.7793
1.000 0.7778
0.618 0.7769
HIGH 0.7754
0.618 0.7744
0.500 0.7741
0.382 0.7738
LOW 0.7729
0.618 0.7714
1.000 0.7705
1.618 0.7689
2.618 0.7665
4.250 0.7625
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 0.7741 0.7748
PP 0.7739 0.7744
S1 0.7737 0.7740

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.