CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 0.7635 0.7606 -0.0029 -0.4% 0.7680
High 0.7678 0.7720 0.0042 0.5% 0.7720
Low 0.7595 0.7606 0.0011 0.1% 0.7570
Close 0.7604 0.7700 0.0096 1.3% 0.7700
Range 0.0083 0.0114 0.0031 37.3% 0.0150
ATR 0.0073 0.0076 0.0003 4.2% 0.0000
Volume 55 121 66 120.0% 448
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8017 0.7973 0.7763
R3 0.7903 0.7859 0.7731
R2 0.7789 0.7789 0.7721
R1 0.7745 0.7745 0.7710 0.7767
PP 0.7675 0.7675 0.7675 0.7687
S1 0.7631 0.7631 0.7690 0.7653
S2 0.7561 0.7561 0.7679
S3 0.7447 0.7517 0.7669
S4 0.7333 0.7403 0.7637
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8113 0.8057 0.7783
R3 0.7963 0.7907 0.7741
R2 0.7813 0.7813 0.7728
R1 0.7757 0.7757 0.7714 0.7785
PP 0.7663 0.7663 0.7663 0.7678
S1 0.7607 0.7607 0.7686 0.7635
S2 0.7513 0.7513 0.7673
S3 0.7363 0.7457 0.7659
S4 0.7213 0.7307 0.7618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7720 0.7570 0.0150 1.9% 0.0074 1.0% 87% True False 89
10 0.7775 0.7542 0.0233 3.0% 0.0074 1.0% 68% False False 104
20 0.7775 0.7465 0.0310 4.0% 0.0070 0.9% 76% False False 115
40 0.7775 0.7150 0.0625 8.1% 0.0066 0.9% 88% False False 79
60 0.7775 0.6842 0.0933 12.1% 0.0065 0.8% 92% False False 70
80 0.7775 0.6842 0.0933 12.1% 0.0053 0.7% 92% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8205
2.618 0.8018
1.618 0.7904
1.000 0.7834
0.618 0.7790
HIGH 0.7720
0.618 0.7676
0.500 0.7663
0.382 0.7650
LOW 0.7606
0.618 0.7536
1.000 0.7492
1.618 0.7422
2.618 0.7308
4.250 0.7122
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 0.7688 0.7685
PP 0.7675 0.7669
S1 0.7663 0.7654

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

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