CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 0.7611 0.7635 0.0024 0.3% 0.7542
High 0.7655 0.7678 0.0023 0.3% 0.7775
Low 0.7588 0.7595 0.0007 0.1% 0.7542
Close 0.7632 0.7604 -0.0028 -0.4% 0.7678
Range 0.0067 0.0083 0.0016 23.9% 0.0233
ATR 0.0072 0.0073 0.0001 1.1% 0.0000
Volume 103 55 -48 -46.6% 599
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7875 0.7822 0.7650
R3 0.7792 0.7739 0.7627
R2 0.7709 0.7709 0.7619
R1 0.7656 0.7656 0.7612 0.7641
PP 0.7626 0.7626 0.7626 0.7618
S1 0.7573 0.7573 0.7596 0.7558
S2 0.7543 0.7543 0.7589
S3 0.7460 0.7490 0.7581
S4 0.7377 0.7407 0.7558
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 0.7711 0.7570 0.0141 1.9% 0.0070 0.9% 24% False False 107
10 0.7775 0.7529 0.0246 3.2% 0.0067 0.9% 30% False False 113
20 0.7775 0.7465 0.0310 4.1% 0.0069 0.9% 45% False False 112
40 0.7775 0.7150 0.0625 8.2% 0.0065 0.9% 73% False False 77
60 0.7775 0.6842 0.0933 12.3% 0.0063 0.8% 82% False False 69
80 0.7775 0.6842 0.0933 12.3% 0.0052 0.7% 82% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8031
2.618 0.7895
1.618 0.7812
1.000 0.7761
0.618 0.7729
HIGH 0.7678
0.618 0.7646
0.500 0.7637
0.382 0.7627
LOW 0.7595
0.618 0.7544
1.000 0.7512
1.618 0.7461
2.618 0.7378
4.250 0.7242
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 0.7637 0.7624
PP 0.7626 0.7617
S1 0.7615 0.7611

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

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