CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-May-2016
Day Change Summary
Previous Current
18-May-2016 19-May-2016 Change Change % Previous Week
Open 0.7725 0.7670 -0.0055 -0.7% 0.7741
High 0.7750 0.7670 -0.0080 -1.0% 0.7825
Low 0.7675 0.7606 -0.0069 -0.9% 0.7687
Close 0.7705 0.7638 -0.0067 -0.9% 0.7731
Range 0.0075 0.0064 -0.0011 -14.7% 0.0138
ATR 0.0061 0.0064 0.0003 4.5% 0.0000
Volume 113 209 96 85.0% 896
Daily Pivots for day following 19-May-2016
Classic Woodie Camarilla DeMark
R4 0.7830 0.7798 0.7673
R3 0.7766 0.7734 0.7656
R2 0.7702 0.7702 0.7650
R1 0.7670 0.7670 0.7644 0.7654
PP 0.7638 0.7638 0.7638 0.7630
S1 0.7606 0.7606 0.7632 0.7590
S2 0.7574 0.7574 0.7626
S3 0.7510 0.7542 0.7620
S4 0.7446 0.7478 0.7603
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 0.7781 0.7606 0.0175 2.3% 0.0053 0.7% 18% False True 112
10 0.7825 0.7606 0.0219 2.9% 0.0052 0.7% 15% False True 152
20 0.8000 0.7606 0.0394 5.2% 0.0053 0.7% 8% False True 125
40 0.8000 0.7532 0.0468 6.1% 0.0053 0.7% 23% False False 87
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7942
2.618 0.7838
1.618 0.7774
1.000 0.7734
0.618 0.7710
HIGH 0.7670
0.618 0.7646
0.500 0.7638
0.382 0.7630
LOW 0.7606
0.618 0.7566
1.000 0.7542
1.618 0.7502
2.618 0.7438
4.250 0.7334
Fisher Pivots for day following 19-May-2016
Pivot 1 day 3 day
R1 0.7638 0.7694
PP 0.7638 0.7675
S1 0.7638 0.7657

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

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