CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 0.7626 0.7629 0.0003 0.0% 0.7594
High 0.7657 0.7631 -0.0026 -0.3% 0.7668
Low 0.7612 0.7571 -0.0041 -0.5% 0.7533
Close 0.7630 0.7580 -0.0050 -0.7% 0.7629
Range 0.0045 0.0061 0.0016 34.4% 0.0135
ATR 0.0067 0.0066 0.0000 -0.7% 0.0000
Volume 54,065 57,930 3,865 7.1% 382,158
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7775 0.7738 0.7613
R3 0.7715 0.7677 0.7596
R2 0.7654 0.7654 0.7591
R1 0.7617 0.7617 0.7585 0.7605
PP 0.7594 0.7594 0.7594 0.7588
S1 0.7556 0.7556 0.7574 0.7545
S2 0.7533 0.7533 0.7568
S3 0.7473 0.7496 0.7563
S4 0.7412 0.7435 0.7546
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8016 0.7958 0.7703
R3 0.7881 0.7822 0.7666
R2 0.7745 0.7745 0.7653
R1 0.7687 0.7687 0.7641 0.7716
PP 0.7610 0.7610 0.7610 0.7624
S1 0.7551 0.7551 0.7616 0.7581
S2 0.7474 0.7474 0.7604
S3 0.7339 0.7416 0.7591
S4 0.7203 0.7280 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7540 0.0128 1.7% 0.0072 1.0% 31% False False 71,084
10 0.7696 0.7533 0.0163 2.2% 0.0072 0.9% 29% False False 70,733
20 0.7804 0.7533 0.0271 3.6% 0.0066 0.9% 17% False False 53,696
40 0.7838 0.7533 0.0305 4.0% 0.0061 0.8% 15% False False 27,273
60 0.7838 0.7533 0.0305 4.0% 0.0062 0.8% 15% False False 18,256
80 0.7868 0.7533 0.0335 4.4% 0.0062 0.8% 14% False False 13,775
100 0.7899 0.7533 0.0367 4.8% 0.0060 0.8% 13% False False 11,053
120 0.8000 0.7533 0.0467 6.2% 0.0060 0.8% 10% False False 9,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7888
2.618 0.7789
1.618 0.7729
1.000 0.7692
0.618 0.7668
HIGH 0.7631
0.618 0.7608
0.500 0.7601
0.382 0.7594
LOW 0.7571
0.618 0.7533
1.000 0.7510
1.618 0.7473
2.618 0.7412
4.250 0.7313
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 0.7601 0.7614
PP 0.7594 0.7602
S1 0.7587 0.7591

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

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