CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 0.7823 0.7882 0.0059 0.8% 0.7745
High 0.7921 0.7939 0.0018 0.2% 0.7846
Low 0.7823 0.7878 0.0055 0.7% 0.7735
Close 0.7912 0.7920 0.0008 0.1% 0.7791
Range 0.0098 0.0061 -0.0037 -37.8% 0.0111
ATR 0.0070 0.0069 -0.0001 -0.9% 0.0000
Volume 90 109 19 21.1% 327
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8095 0.8069 0.7954
R3 0.8034 0.8008 0.7937
R2 0.7973 0.7973 0.7931
R1 0.7947 0.7947 0.7926 0.7960
PP 0.7912 0.7912 0.7912 0.7919
S1 0.7886 0.7886 0.7914 0.7899
S2 0.7851 0.7851 0.7909
S3 0.7790 0.7825 0.7903
S4 0.7729 0.7764 0.7886
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8124 0.8068 0.7852
R3 0.8013 0.7957 0.7822
R2 0.7902 0.7902 0.7811
R1 0.7846 0.7846 0.7801 0.7874
PP 0.7791 0.7791 0.7791 0.7805
S1 0.7735 0.7735 0.7781 0.7763
S2 0.7680 0.7680 0.7771
S3 0.7569 0.7624 0.7760
S4 0.7458 0.7513 0.7730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7939 0.7702 0.0237 3.0% 0.0074 0.9% 92% True False 83
10 0.7939 0.7598 0.0341 4.3% 0.0056 0.7% 94% True False 61
20 0.7939 0.7532 0.0407 5.1% 0.0050 0.6% 95% True False 46
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8198
2.618 0.8099
1.618 0.8038
1.000 0.8000
0.618 0.7977
HIGH 0.7939
0.618 0.7916
0.500 0.7909
0.382 0.7901
LOW 0.7878
0.618 0.7840
1.000 0.7817
1.618 0.7779
2.618 0.7718
4.250 0.7619
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 0.7916 0.7887
PP 0.7912 0.7854
S1 0.7909 0.7821

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

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