CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 02-Aug-2016
Day Change Summary
Previous Current
01-Aug-2016 02-Aug-2016 Change Change % Previous Week
Open 0.7676 0.7625 -0.0051 -0.7% 0.7609
High 0.7678 0.7692 0.0014 0.2% 0.7696
Low 0.7624 0.7615 -0.0008 -0.1% 0.7550
Close 0.7639 0.7645 0.0006 0.1% 0.7671
Range 0.0055 0.0077 0.0022 41.3% 0.0145
ATR 0.0065 0.0066 0.0001 1.3% 0.0000
Volume 65 170 105 161.5% 1,155
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7881 0.7840 0.7687
R3 0.7804 0.7763 0.7666
R2 0.7727 0.7727 0.7659
R1 0.7686 0.7686 0.7652 0.7707
PP 0.7651 0.7651 0.7651 0.7661
S1 0.7609 0.7609 0.7637 0.7630
S2 0.7574 0.7574 0.7630
S3 0.7497 0.7532 0.7623
S4 0.7420 0.7455 0.7602
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8075 0.8019 0.7751
R3 0.7930 0.7873 0.7711
R2 0.7784 0.7784 0.7698
R1 0.7728 0.7728 0.7684 0.7756
PP 0.7639 0.7639 0.7639 0.7653
S1 0.7582 0.7582 0.7658 0.7611
S2 0.7493 0.7493 0.7644
S3 0.7348 0.7437 0.7631
S4 0.7202 0.7291 0.7591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7696 0.7550 0.0145 1.9% 0.0068 0.9% 65% False False 178
10 0.7696 0.7550 0.0145 1.9% 0.0061 0.8% 65% False False 231
20 0.7776 0.7550 0.0226 3.0% 0.0063 0.8% 42% False False 199
40 0.7899 0.7550 0.0349 4.6% 0.0062 0.8% 27% False False 272
60 0.7899 0.7550 0.0349 4.6% 0.0059 0.8% 27% False False 231
80 0.8000 0.7550 0.0450 5.9% 0.0059 0.8% 21% False False 196
100 0.8000 0.7479 0.0521 6.8% 0.0057 0.7% 32% False False 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7894
1.618 0.7817
1.000 0.7769
0.618 0.7740
HIGH 0.7692
0.618 0.7663
0.500 0.7654
0.382 0.7644
LOW 0.7615
0.618 0.7567
1.000 0.7538
1.618 0.7490
2.618 0.7413
4.250 0.7288
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 0.7654 0.7644
PP 0.7651 0.7643
S1 0.7648 0.7642

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

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