CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 0.7795 0.7825 0.0030 0.4% 0.7720
High 0.7838 0.7825 -0.0014 -0.2% 0.7838
Low 0.7785 0.7761 -0.0024 -0.3% 0.7713
Close 0.7835 0.7780 -0.0055 -0.7% 0.7780
Range 0.0053 0.0064 0.0011 19.8% 0.0126
ATR 0.0061 0.0062 0.0001 1.5% 0.0000
Volume 2,349 224 -2,125 -90.5% 3,522
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7979 0.7943 0.7815
R3 0.7916 0.7880 0.7797
R2 0.7852 0.7852 0.7792
R1 0.7816 0.7816 0.7786 0.7802
PP 0.7789 0.7789 0.7789 0.7782
S1 0.7753 0.7753 0.7774 0.7739
S2 0.7725 0.7725 0.7768
S3 0.7662 0.7689 0.7763
S4 0.7598 0.7626 0.7745
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8153 0.8092 0.7849
R3 0.8028 0.7967 0.7815
R2 0.7902 0.7902 0.7803
R1 0.7841 0.7841 0.7792 0.7872
PP 0.7777 0.7777 0.7777 0.7792
S1 0.7716 0.7716 0.7768 0.7746
S2 0.7651 0.7651 0.7757
S3 0.7526 0.7590 0.7745
S4 0.7400 0.7465 0.7711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7838 0.7713 0.0126 1.6% 0.0058 0.7% 54% False False 704
10 0.7838 0.7587 0.0251 3.2% 0.0055 0.7% 77% False False 479
20 0.7838 0.7550 0.0288 3.7% 0.0060 0.8% 80% False False 368
40 0.7838 0.7550 0.0288 3.7% 0.0064 0.8% 80% False False 278
60 0.7899 0.7550 0.0349 4.5% 0.0061 0.8% 66% False False 304
80 0.8000 0.7550 0.0450 5.8% 0.0059 0.8% 51% False False 256
100 0.8000 0.7550 0.0450 5.8% 0.0058 0.7% 51% False False 217
120 0.8000 0.7421 0.0579 7.4% 0.0056 0.7% 62% False False 188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8094
2.618 0.7991
1.618 0.7927
1.000 0.7888
0.618 0.7864
HIGH 0.7825
0.618 0.7800
0.500 0.7793
0.382 0.7785
LOW 0.7761
0.618 0.7722
1.000 0.7698
1.618 0.7658
2.618 0.7595
4.250 0.7491
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 0.7793 0.7792
PP 0.7789 0.7788
S1 0.7784 0.7784

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.