CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 0.7903 0.7895 -0.0008 -0.1% 0.7724
High 0.7919 0.7895 -0.0024 -0.3% 0.7939
Low 0.7878 0.7880 0.0002 0.0% 0.7702
Close 0.7886 0.7884 -0.0002 0.0% 0.7886
Range 0.0041 0.0015 -0.0026 -63.4% 0.0237
ATR 0.0069 0.0065 -0.0004 -5.6% 0.0000
Volume 343 88 -255 -74.3% 704
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7931 0.7923 0.7892
R3 0.7916 0.7908 0.7888
R2 0.7901 0.7901 0.7887
R1 0.7893 0.7893 0.7885 0.7890
PP 0.7886 0.7886 0.7886 0.7885
S1 0.7878 0.7878 0.7883 0.7875
S2 0.7871 0.7871 0.7881
S3 0.7856 0.7863 0.7880
S4 0.7841 0.7848 0.7876
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8553 0.8457 0.8016
R3 0.8316 0.8220 0.7951
R2 0.8079 0.8079 0.7929
R1 0.7983 0.7983 0.7908 0.8031
PP 0.7842 0.7842 0.7842 0.7867
S1 0.7746 0.7746 0.7864 0.7794
S2 0.7605 0.7605 0.7843
S3 0.7368 0.7509 0.7821
S4 0.7131 0.7272 0.7756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7939 0.7823 0.0116 1.5% 0.0057 0.7% 53% False False 149
10 0.7939 0.7702 0.0237 3.0% 0.0062 0.8% 77% False False 105
20 0.7939 0.7579 0.0360 4.6% 0.0052 0.7% 85% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7959
2.618 0.7934
1.618 0.7919
1.000 0.7910
0.618 0.7904
HIGH 0.7895
0.618 0.7889
0.500 0.7888
0.382 0.7886
LOW 0.7880
0.618 0.7871
1.000 0.7865
1.618 0.7856
2.618 0.7841
4.250 0.7816
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 0.7888 0.7884
PP 0.7886 0.7884
S1 0.7885 0.7884

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

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