CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 0.7589 0.7626 0.0037 0.5% 0.7751
High 0.7641 0.7685 0.0044 0.6% 0.7781
Low 0.7589 0.7626 0.0037 0.5% 0.7600
Close 0.7612 0.7676 0.0064 0.8% 0.7615
Range 0.0052 0.0059 0.0007 13.5% 0.0181
ATR 0.0058 0.0060 0.0001 1.8% 0.0000
Volume 100 48 -52 -52.0% 500
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 0.7839 0.7817 0.7708
R3 0.7780 0.7758 0.7692
R2 0.7721 0.7721 0.7687
R1 0.7699 0.7699 0.7681 0.7710
PP 0.7662 0.7662 0.7662 0.7668
S1 0.7640 0.7640 0.7671 0.7651
S2 0.7603 0.7603 0.7665
S3 0.7544 0.7581 0.7660
S4 0.7485 0.7522 0.7644
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 0.7685 0.7589 0.0096 1.3% 0.0047 0.6% 91% True False 83
10 0.7825 0.7589 0.0236 3.1% 0.0049 0.6% 37% False False 98
20 0.8000 0.7589 0.0411 5.4% 0.0053 0.7% 21% False False 111
40 0.8000 0.7579 0.0421 5.5% 0.0053 0.7% 23% False False 87
60 0.8000 0.7421 0.0579 7.5% 0.0051 0.7% 44% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7839
1.618 0.7780
1.000 0.7744
0.618 0.7721
HIGH 0.7685
0.618 0.7662
0.500 0.7656
0.382 0.7649
LOW 0.7626
0.618 0.7590
1.000 0.7567
1.618 0.7531
2.618 0.7472
4.250 0.7375
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 0.7669 0.7663
PP 0.7662 0.7650
S1 0.7656 0.7637

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

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