CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 0.7832 0.7788 -0.0044 -0.6% 0.7680
High 0.7842 0.7813 -0.0029 -0.4% 0.7720
Low 0.7799 0.7757 -0.0042 -0.5% 0.7570
Close 0.7807 0.7782 -0.0025 -0.3% 0.7700
Range 0.0043 0.0056 0.0013 30.2% 0.0150
ATR 0.0074 0.0073 -0.0001 -1.7% 0.0000
Volume 164 74 -90 -54.9% 448
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7952 0.7923 0.7813
R3 0.7896 0.7867 0.7797
R2 0.7840 0.7840 0.7792
R1 0.7811 0.7811 0.7787 0.7798
PP 0.7784 0.7784 0.7784 0.7777
S1 0.7755 0.7755 0.7777 0.7742
S2 0.7728 0.7728 0.7772
S3 0.7672 0.7699 0.7767
S4 0.7616 0.7643 0.7751
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 0.7606 0.0238 3.1% 0.0073 0.9% 74% False False 102
10 0.7844 0.7570 0.0274 3.5% 0.0071 0.9% 77% False False 105
20 0.7844 0.7529 0.0315 4.0% 0.0068 0.9% 80% False False 111
40 0.7844 0.7222 0.0622 8.0% 0.0064 0.8% 90% False False 87
60 0.7844 0.6842 0.1002 12.9% 0.0066 0.8% 94% False False 71
80 0.7844 0.6842 0.1002 12.9% 0.0056 0.7% 94% False False 73
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.7960
1.618 0.7904
1.000 0.7869
0.618 0.7848
HIGH 0.7813
0.618 0.7792
0.500 0.7785
0.382 0.7778
LOW 0.7757
0.618 0.7722
1.000 0.7701
1.618 0.7666
2.618 0.7610
4.250 0.7519
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 0.7785 0.7800
PP 0.7784 0.7794
S1 0.7783 0.7788

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

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