CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 0.7688 0.7639 -0.0050 -0.6% 0.7760
High 0.7689 0.7649 -0.0040 -0.5% 0.7798
Low 0.7637 0.7612 -0.0025 -0.3% 0.7690
Close 0.7648 0.7628 -0.0020 -0.3% 0.7691
Range 0.0052 0.0037 -0.0015 -29.5% 0.0108
ATR 0.0058 0.0056 -0.0001 -2.6% 0.0000
Volume 429 1,234 805 187.6% 1,912
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7741 0.7721 0.7648
R3 0.7704 0.7684 0.7638
R2 0.7667 0.7667 0.7635
R1 0.7647 0.7647 0.7631 0.7639
PP 0.7630 0.7630 0.7630 0.7625
S1 0.7610 0.7610 0.7625 0.7602
S2 0.7593 0.7593 0.7621
S3 0.7556 0.7573 0.7618
S4 0.7519 0.7536 0.7608
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8050 0.7979 0.7750
R3 0.7942 0.7871 0.7721
R2 0.7834 0.7834 0.7711
R1 0.7763 0.7763 0.7701 0.7744
PP 0.7726 0.7726 0.7726 0.7717
S1 0.7655 0.7655 0.7681 0.7636
S2 0.7618 0.7618 0.7671
S3 0.7510 0.7547 0.7661
S4 0.7402 0.7439 0.7632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7798 0.7612 0.0185 2.4% 0.0050 0.7% 9% False True 554
10 0.7838 0.7612 0.0226 3.0% 0.0049 0.6% 7% False True 639
20 0.7838 0.7581 0.0258 3.4% 0.0054 0.7% 18% False False 475
40 0.7838 0.7550 0.0288 3.8% 0.0058 0.8% 27% False False 340
60 0.7899 0.7550 0.0349 4.6% 0.0060 0.8% 22% False False 337
80 0.7899 0.7550 0.0349 4.6% 0.0058 0.8% 22% False False 294
100 0.8000 0.7550 0.0450 5.9% 0.0058 0.8% 17% False False 254
120 0.8000 0.7479 0.0521 6.8% 0.0056 0.7% 29% False False 217
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7806
2.618 0.7746
1.618 0.7709
1.000 0.7686
0.618 0.7672
HIGH 0.7649
0.618 0.7635
0.500 0.7631
0.382 0.7626
LOW 0.7612
0.618 0.7589
1.000 0.7575
1.618 0.7552
2.618 0.7515
4.250 0.7455
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 0.7631 0.7654
PP 0.7630 0.7646
S1 0.7629 0.7637

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

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