CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 0.7710 0.7748 0.0038 0.5% 0.7983
High 0.7746 0.7796 0.0050 0.6% 0.7988
Low 0.7710 0.7732 0.0022 0.3% 0.7732
Close 0.7738 0.7789 0.0051 0.7% 0.7732
Range 0.0036 0.0064 0.0028 77.8% 0.0256
ATR 0.0061 0.0061 0.0000 0.3% 0.0000
Volume 261 237 -24 -9.2% 508
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 0.7964 0.7941 0.7824
R3 0.7900 0.7877 0.7807
R2 0.7836 0.7836 0.7801
R1 0.7813 0.7813 0.7795 0.7825
PP 0.7772 0.7772 0.7772 0.7778
S1 0.7749 0.7749 0.7783 0.7761
S2 0.7708 0.7708 0.7777
S3 0.7644 0.7685 0.7771
S4 0.7580 0.7621 0.7754
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8585 0.8415 0.7873
R3 0.8329 0.8159 0.7802
R2 0.8073 0.8073 0.7779
R1 0.7903 0.7903 0.7755 0.7860
PP 0.7817 0.7817 0.7817 0.7796
S1 0.7647 0.7647 0.7709 0.7604
S2 0.7561 0.7561 0.7685
S3 0.7305 0.7391 0.7662
S4 0.7049 0.7135 0.7591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7822 0.7687 0.0135 1.7% 0.0048 0.6% 76% False False 163
10 0.8000 0.7687 0.0313 4.0% 0.0056 0.7% 33% False False 124
20 0.8000 0.7687 0.0313 4.0% 0.0059 0.8% 33% False False 113
40 0.8000 0.7488 0.0512 6.6% 0.0053 0.7% 59% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.7964
1.618 0.7900
1.000 0.7860
0.618 0.7836
HIGH 0.7796
0.618 0.7772
0.500 0.7764
0.382 0.7756
LOW 0.7732
0.618 0.7692
1.000 0.7668
1.618 0.7628
2.618 0.7564
4.250 0.7460
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 0.7781 0.7773
PP 0.7772 0.7757
S1 0.7764 0.7742

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

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