CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 0.7718 0.7682 -0.0036 -0.5% 0.7746
High 0.7765 0.7688 -0.0077 -1.0% 0.7789
Low 0.7681 0.7645 -0.0036 -0.5% 0.7645
Close 0.7681 0.7667 -0.0014 -0.2% 0.7667
Range 0.0084 0.0043 -0.0041 -48.8% 0.0144
ATR 0.0070 0.0068 -0.0002 -2.8% 0.0000
Volume 217 152 -65 -30.0% 680
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7796 0.7774 0.7691
R3 0.7753 0.7731 0.7679
R2 0.7710 0.7710 0.7675
R1 0.7688 0.7688 0.7671 0.7678
PP 0.7667 0.7667 0.7667 0.7661
S1 0.7645 0.7645 0.7663 0.7635
S2 0.7624 0.7624 0.7659
S3 0.7581 0.7602 0.7655
S4 0.7538 0.7559 0.7643
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8132 0.8044 0.7746
R3 0.7988 0.7900 0.7707
R2 0.7844 0.7844 0.7693
R1 0.7756 0.7756 0.7680 0.7728
PP 0.7700 0.7700 0.7700 0.7687
S1 0.7612 0.7612 0.7654 0.7584
S2 0.7556 0.7556 0.7641
S3 0.7412 0.7468 0.7627
S4 0.7268 0.7324 0.7588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7789 0.7645 0.0144 1.9% 0.0067 0.9% 15% False True 143
10 0.7800 0.7625 0.0175 2.3% 0.0073 1.0% 24% False False 172
20 0.7899 0.7625 0.0274 3.6% 0.0064 0.8% 15% False False 331
40 0.7899 0.7589 0.0310 4.0% 0.0058 0.8% 25% False False 245
60 0.8000 0.7589 0.0411 5.4% 0.0058 0.8% 19% False False 201
80 0.8000 0.7488 0.0512 6.7% 0.0056 0.7% 35% False False 160
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7871
2.618 0.7801
1.618 0.7758
1.000 0.7731
0.618 0.7715
HIGH 0.7688
0.618 0.7672
0.500 0.7667
0.382 0.7661
LOW 0.7645
0.618 0.7618
1.000 0.7602
1.618 0.7575
2.618 0.7532
4.250 0.7462
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 0.7667 0.7705
PP 0.7667 0.7692
S1 0.7667 0.7680

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

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