CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 0.7825 0.7760 -0.0065 -0.8% 0.7720
High 0.7825 0.7760 -0.0065 -0.8% 0.7838
Low 0.7761 0.7717 -0.0044 -0.6% 0.7713
Close 0.7780 0.7726 -0.0055 -0.7% 0.7780
Range 0.0064 0.0043 -0.0021 -32.3% 0.0126
ATR 0.0062 0.0062 0.0000 0.1% 0.0000
Volume 224 373 149 66.5% 3,522
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7863 0.7837 0.7749
R3 0.7820 0.7794 0.7737
R2 0.7777 0.7777 0.7733
R1 0.7751 0.7751 0.7729 0.7743
PP 0.7734 0.7734 0.7734 0.7730
S1 0.7708 0.7708 0.7722 0.7700
S2 0.7691 0.7691 0.7718
S3 0.7648 0.7665 0.7714
S4 0.7605 0.7622 0.7702
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 0.7717 0.0121 1.6% 0.0058 0.7% 7% False True 751
10 0.7838 0.7589 0.0250 3.2% 0.0056 0.7% 55% False False 504
20 0.7838 0.7550 0.0288 3.7% 0.0059 0.8% 61% False False 367
40 0.7838 0.7550 0.0288 3.7% 0.0061 0.8% 61% False False 273
60 0.7899 0.7550 0.0349 4.5% 0.0061 0.8% 50% False False 301
80 0.8000 0.7550 0.0450 5.8% 0.0059 0.8% 39% False False 259
100 0.8000 0.7550 0.0450 5.8% 0.0057 0.7% 39% False False 221
120 0.8000 0.7452 0.0548 7.1% 0.0056 0.7% 50% False False 191
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7943
2.618 0.7873
1.618 0.7830
1.000 0.7803
0.618 0.7787
HIGH 0.7760
0.618 0.7744
0.500 0.7739
0.382 0.7733
LOW 0.7717
0.618 0.7690
1.000 0.7674
1.618 0.7647
2.618 0.7604
4.250 0.7534
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 0.7739 0.7778
PP 0.7734 0.7760
S1 0.7730 0.7743

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

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