CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 0.7685 0.7650 -0.0035 -0.5% 0.7600
High 0.7698 0.7694 -0.0004 -0.1% 0.7745
Low 0.7662 0.7619 -0.0043 -0.6% 0.7589
Close 0.7691 0.7619 -0.0072 -0.9% 0.7691
Range 0.0036 0.0075 0.0039 108.3% 0.0156
ATR 0.0059 0.0060 0.0001 2.0% 0.0000
Volume 46 160 114 247.8% 759
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 0.7869 0.7819 0.7660
R3 0.7794 0.7744 0.7640
R2 0.7719 0.7719 0.7633
R1 0.7669 0.7669 0.7626 0.7657
PP 0.7644 0.7644 0.7644 0.7638
S1 0.7594 0.7594 0.7612 0.7582
S2 0.7569 0.7569 0.7605
S3 0.7494 0.7519 0.7598
S4 0.7419 0.7444 0.7578
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.8143 0.8073 0.7777
R3 0.7987 0.7917 0.7734
R2 0.7831 0.7831 0.7720
R1 0.7761 0.7761 0.7705 0.7796
PP 0.7675 0.7675 0.7675 0.7693
S1 0.7605 0.7605 0.7677 0.7640
S2 0.7519 0.7519 0.7662
S3 0.7363 0.7449 0.7648
S4 0.7207 0.7293 0.7605
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% 0.0053 0.7% 19% False False 177
10 0.7781 0.7589 0.0192 2.5% 0.0052 0.7% 16% False False 138
20 0.7980 0.7589 0.0391 5.1% 0.0056 0.7% 8% False False 140
40 0.8000 0.7579 0.0421 5.5% 0.0052 0.7% 10% False False 104
60 0.8000 0.7469 0.0531 7.0% 0.0052 0.7% 28% False False 85
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 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8013
2.618 0.7890
1.618 0.7815
1.000 0.7769
0.618 0.7740
HIGH 0.7694
0.618 0.7665
0.500 0.7657
0.382 0.7648
LOW 0.7619
0.618 0.7573
1.000 0.7544
1.618 0.7498
2.618 0.7423
4.250 0.7300
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 0.7657 0.7682
PP 0.7644 0.7661
S1 0.7632 0.7640

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

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