CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 0.7775 0.7725 -0.0050 -0.6% 0.7741
High 0.7781 0.7750 -0.0031 -0.4% 0.7825
Low 0.7726 0.7675 -0.0051 -0.7% 0.7687
Close 0.7744 0.7705 -0.0039 -0.5% 0.7731
Range 0.0055 0.0075 0.0020 36.4% 0.0138
ATR 0.0060 0.0061 0.0001 1.8% 0.0000
Volume 120 113 -7 -5.8% 896
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 0.7935 0.7895 0.7746
R3 0.7860 0.7820 0.7726
R2 0.7785 0.7785 0.7719
R1 0.7745 0.7745 0.7712 0.7728
PP 0.7710 0.7710 0.7710 0.7701
S1 0.7670 0.7670 0.7698 0.7653
S2 0.7635 0.7635 0.7691
S3 0.7560 0.7595 0.7684
S4 0.7485 0.7520 0.7664
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 0.7675 0.0150 1.9% 0.0052 0.7% 20% False True 113
10 0.7825 0.7675 0.0150 1.9% 0.0050 0.6% 20% False True 138
20 0.8000 0.7675 0.0325 4.2% 0.0053 0.7% 9% False True 120
40 0.8000 0.7532 0.0468 6.1% 0.0051 0.7% 37% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8069
2.618 0.7946
1.618 0.7871
1.000 0.7825
0.618 0.7796
HIGH 0.7750
0.618 0.7721
0.500 0.7713
0.382 0.7704
LOW 0.7675
0.618 0.7629
1.000 0.7600
1.618 0.7554
2.618 0.7479
4.250 0.7356
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 0.7713 0.7728
PP 0.7710 0.7720
S1 0.7708 0.7713

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

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