CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 0.7680 0.7641 -0.0039 -0.5% 0.7542
High 0.7681 0.7641 -0.0040 -0.5% 0.7775
Low 0.7646 0.7570 -0.0076 -1.0% 0.7542
Close 0.7658 0.7604 -0.0054 -0.7% 0.7678
Range 0.0035 0.0071 0.0036 102.9% 0.0233
ATR 0.0071 0.0073 0.0001 1.6% 0.0000
Volume 17 152 135 794.1% 599
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7818 0.7782 0.7643
R3 0.7747 0.7711 0.7624
R2 0.7676 0.7676 0.7617
R1 0.7640 0.7640 0.7611 0.7623
PP 0.7605 0.7605 0.7605 0.7596
S1 0.7569 0.7569 0.7597 0.7552
S2 0.7534 0.7534 0.7591
S3 0.7463 0.7498 0.7584
S4 0.7392 0.7427 0.7565
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 0.7570 0.0205 2.7% 0.0068 0.9% 17% False True 133
10 0.7775 0.7529 0.0246 3.2% 0.0065 0.9% 30% False False 106
20 0.7775 0.7450 0.0325 4.3% 0.0070 0.9% 47% False False 122
40 0.7775 0.7150 0.0625 8.2% 0.0064 0.8% 73% False False 75
60 0.7775 0.6842 0.0933 12.3% 0.0062 0.8% 82% False False 70
80 0.7775 0.6842 0.0933 12.3% 0.0050 0.7% 82% False False 66
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7943
2.618 0.7827
1.618 0.7756
1.000 0.7712
0.618 0.7685
HIGH 0.7641
0.618 0.7614
0.500 0.7606
0.382 0.7597
LOW 0.7570
0.618 0.7526
1.000 0.7499
1.618 0.7455
2.618 0.7384
4.250 0.7268
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 0.7606 0.7641
PP 0.7605 0.7628
S1 0.7605 0.7616

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

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