CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 0.7743 0.7743 0.0000 0.0% 0.7720
High 0.7754 0.7756 0.0002 0.0% 0.7838
Low 0.7722 0.7732 0.0011 0.1% 0.7713
Close 0.7735 0.7739 0.0004 0.1% 0.7780
Range 0.0032 0.0024 -0.0009 -26.6% 0.0126
ATR 0.0060 0.0057 -0.0003 -4.3% 0.0000
Volume 431 354 -77 -17.9% 3,522
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7813 0.7799 0.7751
R3 0.7789 0.7776 0.7745
R2 0.7766 0.7766 0.7743
R1 0.7752 0.7752 0.7741 0.7747
PP 0.7742 0.7742 0.7742 0.7740
S1 0.7729 0.7729 0.7736 0.7724
S2 0.7719 0.7719 0.7734
S3 0.7695 0.7705 0.7732
S4 0.7672 0.7682 0.7726
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 0.7825 0.7717 0.0108 1.4% 0.0043 0.6% 20% False False 325
10 0.7838 0.7704 0.0135 1.7% 0.0048 0.6% 26% False False 507
20 0.7838 0.7581 0.0258 3.3% 0.0057 0.7% 61% False False 399
40 0.7838 0.7550 0.0288 3.7% 0.0059 0.8% 65% False False 290
60 0.7899 0.7550 0.0349 4.5% 0.0061 0.8% 54% False False 314
80 0.7899 0.7550 0.0349 4.5% 0.0058 0.8% 54% False False 269
100 0.8000 0.7550 0.0450 5.8% 0.0057 0.7% 42% False False 231
120 0.8000 0.7469 0.0531 6.9% 0.0056 0.7% 51% False False 199
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 0.7855
2.618 0.7817
1.618 0.7794
1.000 0.7779
0.618 0.7770
HIGH 0.7756
0.618 0.7747
0.500 0.7744
0.382 0.7741
LOW 0.7732
0.618 0.7717
1.000 0.7709
1.618 0.7694
2.618 0.7670
4.250 0.7632
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 0.7744 0.7751
PP 0.7742 0.7747
S1 0.7740 0.7743

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.