CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 0.7777 0.7832 0.0055 0.7% 0.7680
High 0.7844 0.7842 -0.0002 0.0% 0.7720
Low 0.7755 0.7799 0.0044 0.6% 0.7570
Close 0.7844 0.7807 -0.0037 -0.5% 0.7700
Range 0.0089 0.0043 -0.0046 -51.7% 0.0150
ATR 0.0076 0.0074 -0.0002 -2.9% 0.0000
Volume 86 164 78 90.7% 448
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7945 0.7919 0.7831
R3 0.7902 0.7876 0.7819
R2 0.7859 0.7859 0.7815
R1 0.7833 0.7833 0.7811 0.7825
PP 0.7816 0.7816 0.7816 0.7812
S1 0.7790 0.7790 0.7803 0.7782
S2 0.7773 0.7773 0.7799
S3 0.7730 0.7747 0.7795
S4 0.7687 0.7704 0.7783
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 0.7844 0.7595 0.0249 3.2% 0.0078 1.0% 85% False False 98
10 0.7844 0.7570 0.0274 3.5% 0.0074 1.0% 86% False False 111
20 0.7844 0.7476 0.0368 4.7% 0.0073 0.9% 90% False False 119
40 0.7844 0.7216 0.0628 8.0% 0.0065 0.8% 94% False False 85
60 0.7844 0.6842 0.1002 12.8% 0.0066 0.8% 96% False False 72
80 0.7844 0.6842 0.1002 12.8% 0.0055 0.7% 96% False False 72
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 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8025
2.618 0.7955
1.618 0.7912
1.000 0.7885
0.618 0.7869
HIGH 0.7842
0.618 0.7826
0.500 0.7821
0.382 0.7815
LOW 0.7799
0.618 0.7772
1.000 0.7756
1.618 0.7729
2.618 0.7686
4.250 0.7616
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 0.7821 0.7795
PP 0.7816 0.7783
S1 0.7812 0.7771

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

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