CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 0.7701 0.7680 -0.0021 -0.3% 0.7542
High 0.7711 0.7681 -0.0030 -0.4% 0.7775
Low 0.7618 0.7646 0.0028 0.4% 0.7542
Close 0.7678 0.7658 -0.0020 -0.3% 0.7678
Range 0.0093 0.0035 -0.0058 -62.4% 0.0233
ATR 0.0074 0.0071 -0.0003 -3.8% 0.0000
Volume 210 17 -193 -91.9% 599
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7767 0.7747 0.7677
R3 0.7732 0.7712 0.7668
R2 0.7697 0.7697 0.7664
R1 0.7677 0.7677 0.7661 0.7670
PP 0.7662 0.7662 0.7662 0.7658
S1 0.7642 0.7642 0.7655 0.7635
S2 0.7627 0.7627 0.7652
S3 0.7592 0.7607 0.7648
S4 0.7557 0.7572 0.7639
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8364 0.8254 0.7806
R3 0.8131 0.8021 0.7742
R2 0.7898 0.7898 0.7721
R1 0.7788 0.7788 0.7699 0.7843
PP 0.7665 0.7665 0.7665 0.7693
S1 0.7555 0.7555 0.7657 0.7610
S2 0.7432 0.7432 0.7635
S3 0.7199 0.7322 0.7614
S4 0.6966 0.7089 0.7550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7775 0.7574 0.0201 2.6% 0.0071 0.9% 42% False False 118
10 0.7775 0.7529 0.0246 3.2% 0.0061 0.8% 52% False False 93
20 0.7775 0.7450 0.0325 4.2% 0.0069 0.9% 64% False False 117
40 0.7775 0.7150 0.0625 8.2% 0.0065 0.8% 81% False False 72
60 0.7775 0.6842 0.0933 12.2% 0.0061 0.8% 87% False False 72
80 0.7775 0.6842 0.0933 12.2% 0.0050 0.6% 87% False False 64
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7830
2.618 0.7773
1.618 0.7738
1.000 0.7716
0.618 0.7703
HIGH 0.7681
0.618 0.7668
0.500 0.7664
0.382 0.7659
LOW 0.7646
0.618 0.7624
1.000 0.7611
1.618 0.7589
2.618 0.7554
4.250 0.7497
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 0.7664 0.7697
PP 0.7662 0.7684
S1 0.7660 0.7671

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

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