CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 0.7860 0.7890 0.0030 0.4% 0.7731
High 0.7920 0.7900 -0.0020 -0.3% 0.7936
Low 0.7851 0.7870 0.0019 0.2% 0.7705
Close 0.7884 0.7884 0.0000 0.0% 0.7884
Range 0.0069 0.0030 -0.0039 -56.5% 0.0231
ATR 0.0075 0.0072 -0.0003 -4.3% 0.0000
Volume 283 116 -167 -59.0% 2,399
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7975 0.7959 0.7901
R3 0.7945 0.7929 0.7892
R2 0.7915 0.7915 0.7890
R1 0.7899 0.7899 0.7887 0.7892
PP 0.7885 0.7885 0.7885 0.7881
S1 0.7869 0.7869 0.7881 0.7862
S2 0.7855 0.7855 0.7879
S3 0.7825 0.7839 0.7876
S4 0.7795 0.7809 0.7868
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8535 0.8440 0.8011
R3 0.8304 0.8209 0.7948
R2 0.8073 0.8073 0.7926
R1 0.7978 0.7978 0.7905 0.8026
PP 0.7842 0.7842 0.7842 0.7865
S1 0.7747 0.7747 0.7863 0.7795
S2 0.7611 0.7611 0.7842
S3 0.7380 0.7516 0.7820
S4 0.7149 0.7285 0.7757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7936 0.7827 0.0109 1.4% 0.0067 0.8% 52% False False 444
10 0.7936 0.7705 0.0231 2.9% 0.0068 0.9% 77% False False 307
20 0.7936 0.7570 0.0366 4.6% 0.0072 0.9% 86% False False 208
40 0.7936 0.7388 0.0548 7.0% 0.0068 0.9% 91% False False 152
60 0.7936 0.7100 0.0836 10.6% 0.0066 0.8% 94% False False 109
80 0.7936 0.6842 0.1094 13.9% 0.0061 0.8% 95% False False 106
100 0.7936 0.6842 0.1094 13.9% 0.0051 0.6% 95% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.8027
2.618 0.7979
1.618 0.7949
1.000 0.7930
0.618 0.7919
HIGH 0.7900
0.618 0.7889
0.500 0.7885
0.382 0.7881
LOW 0.7870
0.618 0.7851
1.000 0.7840
1.618 0.7821
2.618 0.7791
4.250 0.7743
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 0.7885 0.7885
PP 0.7885 0.7885
S1 0.7884 0.7884

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

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