CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 0.7600 0.7589 -0.0011 -0.1% 0.7751
High 0.7619 0.7641 0.0022 0.3% 0.7781
Low 0.7600 0.7589 -0.0011 -0.1% 0.7600
Close 0.7616 0.7612 -0.0004 -0.1% 0.7615
Range 0.0019 0.0052 0.0033 173.7% 0.0181
ATR 0.0059 0.0058 0.0000 -0.8% 0.0000
Volume 33 100 67 203.0% 500
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 0.7770 0.7743 0.7641
R3 0.7718 0.7691 0.7626
R2 0.7666 0.7666 0.7622
R1 0.7639 0.7639 0.7617 0.7653
PP 0.7614 0.7614 0.7614 0.7621
S1 0.7587 0.7587 0.7607 0.7601
S2 0.7562 0.7562 0.7602
S3 0.7510 0.7535 0.7598
S4 0.7458 0.7483 0.7583
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.8208 0.8093 0.7715
R3 0.8027 0.7912 0.7665
R2 0.7846 0.7846 0.7648
R1 0.7731 0.7731 0.7632 0.7698
PP 0.7665 0.7665 0.7665 0.7649
S1 0.7550 0.7550 0.7598 0.7517
S2 0.7484 0.7484 0.7582
S3 0.7303 0.7369 0.7565
S4 0.7122 0.7188 0.7515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7750 0.7589 0.0161 2.1% 0.0050 0.7% 14% False True 96
10 0.7825 0.7589 0.0236 3.1% 0.0050 0.7% 10% False True 117
20 0.8000 0.7589 0.0411 5.4% 0.0052 0.7% 6% False True 109
40 0.8000 0.7579 0.0421 5.5% 0.0052 0.7% 8% False False 88
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7862
2.618 0.7777
1.618 0.7725
1.000 0.7693
0.618 0.7673
HIGH 0.7641
0.618 0.7621
0.500 0.7615
0.382 0.7609
LOW 0.7589
0.618 0.7557
1.000 0.7537
1.618 0.7505
2.618 0.7453
4.250 0.7368
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 0.7615 0.7616
PP 0.7614 0.7614
S1 0.7613 0.7613

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

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