CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 0.7751 0.7775 0.0024 0.3% 0.7741
High 0.7762 0.7781 0.0019 0.2% 0.7825
Low 0.7742 0.7726 -0.0016 -0.2% 0.7687
Close 0.7754 0.7744 -0.0010 -0.1% 0.7731
Range 0.0020 0.0055 0.0035 175.0% 0.0138
ATR 0.0060 0.0060 0.0000 -0.6% 0.0000
Volume 31 120 89 287.1% 896
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 0.7915 0.7885 0.7774
R3 0.7860 0.7830 0.7759
R2 0.7805 0.7805 0.7754
R1 0.7775 0.7775 0.7749 0.7763
PP 0.7750 0.7750 0.7750 0.7744
S1 0.7720 0.7720 0.7739 0.7708
S2 0.7695 0.7695 0.7734
S3 0.7640 0.7665 0.7729
S4 0.7585 0.7610 0.7714
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 0.7720 0.0105 1.4% 0.0049 0.6% 23% False False 138
10 0.7871 0.7687 0.0184 2.4% 0.0053 0.7% 31% False False 138
20 0.8000 0.7687 0.0313 4.0% 0.0053 0.7% 18% False False 120
40 0.8000 0.7532 0.0468 6.0% 0.0051 0.7% 45% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8015
2.618 0.7925
1.618 0.7870
1.000 0.7836
0.618 0.7815
HIGH 0.7781
0.618 0.7760
0.500 0.7754
0.382 0.7747
LOW 0.7726
0.618 0.7692
1.000 0.7671
1.618 0.7637
2.618 0.7582
4.250 0.7492
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 0.7754 0.7751
PP 0.7750 0.7748
S1 0.7747 0.7746

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

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