CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 0.7742 0.7710 -0.0032 -0.4% 0.7580
High 0.7782 0.7710 -0.0072 -0.9% 0.7782
Low 0.7704 0.7624 -0.0080 -1.0% 0.7580
Close 0.7710 0.7680 -0.0030 -0.4% 0.7680
Range 0.0078 0.0086 0.0008 10.3% 0.0202
ATR 0.0068 0.0069 0.0001 1.9% 0.0000
Volume 16 16 0 0.0% 185
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7929 0.7891 0.7727
R3 0.7843 0.7805 0.7704
R2 0.7757 0.7757 0.7696
R1 0.7719 0.7719 0.7688 0.7695
PP 0.7671 0.7671 0.7671 0.7660
S1 0.7633 0.7633 0.7672 0.7609
S2 0.7585 0.7585 0.7664
S3 0.7499 0.7547 0.7656
S4 0.7413 0.7461 0.7633
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8287 0.8185 0.7791
R3 0.8085 0.7983 0.7736
R2 0.7883 0.7883 0.7717
R1 0.7781 0.7781 0.7699 0.7832
PP 0.7681 0.7681 0.7681 0.7706
S1 0.7579 0.7579 0.7661 0.7630
S2 0.7479 0.7479 0.7643
S3 0.7277 0.7377 0.7624
S4 0.7075 0.7175 0.7569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7782 0.7580 0.0202 2.6% 0.0061 0.8% 50% False False 37
10 0.7782 0.7532 0.0250 3.3% 0.0046 0.6% 59% False False 40
20 0.7782 0.7469 0.0313 4.1% 0.0055 0.7% 67% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8076
2.618 0.7935
1.618 0.7849
1.000 0.7796
0.618 0.7763
HIGH 0.7710
0.618 0.7677
0.500 0.7667
0.382 0.7657
LOW 0.7624
0.618 0.7571
1.000 0.7538
1.618 0.7485
2.618 0.7399
4.250 0.7259
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 0.7676 0.7703
PP 0.7671 0.7695
S1 0.7667 0.7688

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

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