CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 0.7609 0.7713 0.0104 1.4% 0.7659
High 0.7662 0.7745 0.0083 1.1% 0.7674
Low 0.7584 0.7700 0.0116 1.5% 0.7532
Close 0.7662 0.7717 0.0055 0.7% 0.7552
Range 0.0078 0.0045 -0.0033 -42.3% 0.0142
ATR 0.0066 0.0067 0.0001 1.9% 0.0000
Volume 53 91 38 71.7% 169
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7856 0.7831 0.7742
R3 0.7811 0.7786 0.7729
R2 0.7766 0.7766 0.7725
R1 0.7741 0.7741 0.7721 0.7754
PP 0.7721 0.7721 0.7721 0.7727
S1 0.7696 0.7696 0.7713 0.7709
S2 0.7676 0.7676 0.7709
S3 0.7631 0.7651 0.7705
S4 0.7586 0.7606 0.7692
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8012 0.7924 0.7630
R3 0.7870 0.7782 0.7591
R2 0.7728 0.7728 0.7578
R1 0.7640 0.7640 0.7565 0.7613
PP 0.7586 0.7586 0.7586 0.7573
S1 0.7498 0.7498 0.7539 0.7471
S2 0.7444 0.7444 0.7526
S3 0.7302 0.7356 0.7513
S4 0.7160 0.7214 0.7474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7532 0.0213 2.8% 0.0038 0.5% 87% True False 53
10 0.7745 0.7488 0.0257 3.3% 0.0052 0.7% 89% True False 45
20 0.7745 0.7421 0.0324 4.2% 0.0049 0.6% 91% True False 45
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7863
1.618 0.7818
1.000 0.7790
0.618 0.7773
HIGH 0.7745
0.618 0.7728
0.500 0.7723
0.382 0.7717
LOW 0.7700
0.618 0.7672
1.000 0.7655
1.618 0.7627
2.618 0.7582
4.250 0.7509
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 0.7723 0.7699
PP 0.7721 0.7681
S1 0.7719 0.7663

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

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