CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 0.7782 0.7772 -0.0010 -0.1% 0.7741
High 0.7825 0.7772 -0.0053 -0.7% 0.7825
Low 0.7769 0.7720 -0.0049 -0.6% 0.7687
Close 0.7800 0.7731 -0.0069 -0.9% 0.7731
Range 0.0056 0.0052 -0.0004 -7.1% 0.0138
ATR 0.0061 0.0062 0.0001 2.2% 0.0000
Volume 214 89 -125 -58.4% 896
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.7897 0.7866 0.7760
R3 0.7845 0.7814 0.7745
R2 0.7793 0.7793 0.7741
R1 0.7762 0.7762 0.7736 0.7752
PP 0.7741 0.7741 0.7741 0.7736
S1 0.7710 0.7710 0.7726 0.7700
S2 0.7689 0.7689 0.7721
S3 0.7637 0.7658 0.7717
S4 0.7585 0.7606 0.7702
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.8162 0.8084 0.7807
R3 0.8024 0.7946 0.7769
R2 0.7886 0.7886 0.7756
R1 0.7808 0.7808 0.7744 0.7778
PP 0.7748 0.7748 0.7748 0.7733
S1 0.7670 0.7670 0.7718 0.7640
S2 0.7610 0.7610 0.7706
S3 0.7472 0.7532 0.7693
S4 0.7334 0.7394 0.7655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7825 0.7687 0.0138 1.8% 0.0052 0.7% 32% False False 179
10 0.7988 0.7687 0.0301 3.9% 0.0059 0.8% 15% False False 140
20 0.8000 0.7687 0.0313 4.0% 0.0060 0.8% 14% False False 119
40 0.8000 0.7532 0.0468 6.1% 0.0050 0.6% 43% False False 79
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7993
2.618 0.7908
1.618 0.7856
1.000 0.7824
0.618 0.7804
HIGH 0.7772
0.618 0.7752
0.500 0.7746
0.382 0.7740
LOW 0.7720
0.618 0.7688
1.000 0.7668
1.618 0.7636
2.618 0.7584
4.250 0.7499
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 0.7746 0.7773
PP 0.7741 0.7759
S1 0.7736 0.7745

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

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