CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 0.7598 0.7675 0.0077 1.0% 0.7673
High 0.7606 0.7706 0.0100 1.3% 0.7706
Low 0.7598 0.7675 0.0077 1.0% 0.7579
Close 0.7606 0.7702 0.0096 1.3% 0.7702
Range 0.0008 0.0031 0.0023 287.5% 0.0127
ATR 0.0063 0.0066 0.0003 4.2% 0.0000
Volume 1 44 43 4,300.0% 68
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7787 0.7776 0.7719
R3 0.7756 0.7745 0.7711
R2 0.7725 0.7725 0.7708
R1 0.7714 0.7714 0.7705 0.7720
PP 0.7694 0.7694 0.7694 0.7697
S1 0.7683 0.7683 0.7699 0.7689
S2 0.7663 0.7663 0.7696
S3 0.7632 0.7652 0.7693
S4 0.7601 0.7621 0.7685
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8043 0.8000 0.7772
R3 0.7916 0.7873 0.7737
R2 0.7789 0.7789 0.7725
R1 0.7746 0.7746 0.7714 0.7768
PP 0.7662 0.7662 0.7662 0.7673
S1 0.7619 0.7619 0.7690 0.7641
S2 0.7535 0.7535 0.7679
S3 0.7408 0.7492 0.7667
S4 0.7281 0.7365 0.7632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7706 0.7579 0.0127 1.6% 0.0023 0.3% 97% True False 13
10 0.7782 0.7579 0.0203 2.6% 0.0042 0.5% 61% False False 25
20 0.7782 0.7479 0.0303 3.9% 0.0047 0.6% 74% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7838
2.618 0.7787
1.618 0.7756
1.000 0.7737
0.618 0.7725
HIGH 0.7706
0.618 0.7694
0.500 0.7691
0.382 0.7687
LOW 0.7675
0.618 0.7656
1.000 0.7644
1.618 0.7625
2.618 0.7594
4.250 0.7543
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 0.7698 0.7685
PP 0.7694 0.7669
S1 0.7691 0.7652

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

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