CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 0.7735 0.7743 0.0008 0.1% 0.7720
High 0.7780 0.7754 -0.0027 -0.3% 0.7838
Low 0.7729 0.7722 -0.0008 -0.1% 0.7713
Close 0.7751 0.7735 -0.0016 -0.2% 0.7780
Range 0.0051 0.0032 -0.0019 -37.3% 0.0126
ATR 0.0062 0.0060 -0.0002 -3.4% 0.0000
Volume 244 431 187 76.6% 3,522
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7833 0.7816 0.7752
R3 0.7801 0.7784 0.7743
R2 0.7769 0.7769 0.7740
R1 0.7752 0.7752 0.7737 0.7744
PP 0.7737 0.7737 0.7737 0.7733
S1 0.7720 0.7720 0.7732 0.7712
S2 0.7705 0.7705 0.7729
S3 0.7673 0.7688 0.7726
S4 0.7641 0.7656 0.7717
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% 0.0049 0.6% 14% False False 724
10 0.7838 0.7653 0.0185 2.4% 0.0052 0.7% 44% False False 509
20 0.7838 0.7581 0.0258 3.3% 0.0059 0.8% 60% False False 388
40 0.7838 0.7550 0.0288 3.7% 0.0060 0.8% 64% False False 283
60 0.7899 0.7550 0.0349 4.5% 0.0061 0.8% 53% False False 309
80 0.7980 0.7550 0.0430 5.6% 0.0059 0.8% 43% False False 267
100 0.8000 0.7550 0.0450 5.8% 0.0057 0.7% 41% False False 227
120 0.8000 0.7469 0.0531 6.9% 0.0057 0.7% 50% False False 197
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7890
2.618 0.7837
1.618 0.7805
1.000 0.7786
0.618 0.7773
HIGH 0.7754
0.618 0.7741
0.500 0.7738
0.382 0.7734
LOW 0.7722
0.618 0.7702
1.000 0.7690
1.618 0.7670
2.618 0.7638
4.250 0.7586
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 0.7738 0.7749
PP 0.7737 0.7744
S1 0.7736 0.7739

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

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