CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 0.7760 0.7724 -0.0036 -0.5% 0.7745
High 0.7795 0.7820 0.0025 0.3% 0.7846
Low 0.7760 0.7702 -0.0058 -0.7% 0.7735
Close 0.7791 0.7810 0.0019 0.2% 0.7791
Range 0.0035 0.0118 0.0083 237.1% 0.0111
ATR 0.0063 0.0067 0.0004 6.3% 0.0000
Volume 54 44 -10 -18.5% 327
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8131 0.8089 0.7875
R3 0.8013 0.7971 0.7842
R2 0.7895 0.7895 0.7832
R1 0.7853 0.7853 0.7821 0.7874
PP 0.7777 0.7777 0.7777 0.7788
S1 0.7735 0.7735 0.7799 0.7756
S2 0.7659 0.7659 0.7788
S3 0.7541 0.7617 0.7778
S4 0.7423 0.7499 0.7745
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8124 0.8068 0.7852
R3 0.8013 0.7957 0.7822
R2 0.7902 0.7902 0.7811
R1 0.7846 0.7846 0.7801 0.7874
PP 0.7791 0.7791 0.7791 0.7805
S1 0.7735 0.7735 0.7781 0.7763
S2 0.7680 0.7680 0.7771
S3 0.7569 0.7624 0.7760
S4 0.7458 0.7513 0.7730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7846 0.7702 0.0144 1.8% 0.0067 0.9% 75% False True 61
10 0.7846 0.7579 0.0267 3.4% 0.0045 0.6% 87% False False 43
20 0.7846 0.7532 0.0314 4.0% 0.0044 0.6% 89% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8322
2.618 0.8129
1.618 0.8011
1.000 0.7938
0.618 0.7893
HIGH 0.7820
0.618 0.7775
0.500 0.7761
0.382 0.7747
LOW 0.7702
0.618 0.7629
1.000 0.7584
1.618 0.7511
2.618 0.7393
4.250 0.7201
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 0.7794 0.7794
PP 0.7777 0.7777
S1 0.7761 0.7761

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

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