CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 0.7760 0.7735 -0.0025 -0.3% 0.7720
High 0.7760 0.7780 0.0020 0.3% 0.7838
Low 0.7717 0.7729 0.0012 0.2% 0.7713
Close 0.7726 0.7751 0.0025 0.3% 0.7780
Range 0.0043 0.0051 0.0008 18.6% 0.0126
ATR 0.0062 0.0062 -0.0001 -0.9% 0.0000
Volume 373 244 -129 -34.6% 3,522
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7906 0.7879 0.7779
R3 0.7855 0.7828 0.7765
R2 0.7804 0.7804 0.7760
R1 0.7777 0.7777 0.7755 0.7791
PP 0.7753 0.7753 0.7753 0.7760
S1 0.7726 0.7726 0.7746 0.7740
S2 0.7702 0.7702 0.7741
S3 0.7651 0.7675 0.7736
S4 0.7600 0.7624 0.7722
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% 0.0052 0.7% 28% False False 686
10 0.7838 0.7629 0.0209 2.7% 0.0057 0.7% 58% False False 500
20 0.7838 0.7550 0.0288 3.7% 0.0060 0.8% 70% False False 373
40 0.7838 0.7550 0.0288 3.7% 0.0061 0.8% 70% False False 274
60 0.7899 0.7550 0.0349 4.5% 0.0061 0.8% 57% False False 305
80 0.7988 0.7550 0.0438 5.7% 0.0059 0.8% 46% False False 262
100 0.8000 0.7550 0.0450 5.8% 0.0057 0.7% 45% False False 223
120 0.8000 0.7469 0.0531 6.9% 0.0057 0.7% 53% False False 193
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7914
1.618 0.7863
1.000 0.7831
0.618 0.7812
HIGH 0.7780
0.618 0.7761
0.500 0.7755
0.382 0.7748
LOW 0.7729
0.618 0.7697
1.000 0.7678
1.618 0.7646
2.618 0.7595
4.250 0.7512
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 0.7755 0.7771
PP 0.7753 0.7764
S1 0.7752 0.7757

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

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