CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 0.7626 0.7700 0.0074 1.0% 0.7751
High 0.7685 0.7745 0.0060 0.8% 0.7781
Low 0.7626 0.7700 0.0074 1.0% 0.7600
Close 0.7676 0.7702 0.0026 0.3% 0.7615
Range 0.0059 0.0045 -0.0014 -23.7% 0.0181
ATR 0.0060 0.0060 0.0001 1.1% 0.0000
Volume 48 532 484 1,008.3% 500
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 0.7851 0.7821 0.7727
R3 0.7806 0.7776 0.7714
R2 0.7761 0.7761 0.7710
R1 0.7731 0.7731 0.7706 0.7746
PP 0.7716 0.7716 0.7716 0.7723
S1 0.7686 0.7686 0.7698 0.7701
S2 0.7671 0.7671 0.7694
S3 0.7626 0.7641 0.7690
S4 0.7581 0.7596 0.7677
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 0.7745 0.7589 0.0156 2.0% 0.0043 0.6% 72% True False 148
10 0.7781 0.7589 0.0192 2.5% 0.0048 0.6% 59% False False 130
20 0.8000 0.7589 0.0411 5.3% 0.0053 0.7% 27% False False 132
40 0.8000 0.7579 0.0421 5.5% 0.0052 0.7% 29% False False 100
60 0.8000 0.7452 0.0548 7.1% 0.0052 0.7% 46% False False 81
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7863
1.618 0.7818
1.000 0.7790
0.618 0.7773
HIGH 0.7745
0.618 0.7728
0.500 0.7723
0.382 0.7717
LOW 0.7700
0.618 0.7672
1.000 0.7655
1.618 0.7627
2.618 0.7582
4.250 0.7509
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 0.7723 0.7690
PP 0.7716 0.7679
S1 0.7709 0.7667

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

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