CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 0.7788 0.7789 0.0001 0.0% 0.7698
High 0.7813 0.7800 -0.0013 -0.2% 0.7844
Low 0.7757 0.7759 0.0002 0.0% 0.7698
Close 0.7782 0.7790 0.0008 0.1% 0.7790
Range 0.0056 0.0041 -0.0015 -26.8% 0.0146
ATR 0.0073 0.0070 -0.0002 -3.1% 0.0000
Volume 74 232 158 213.5% 624
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7906 0.7889 0.7813
R3 0.7865 0.7848 0.7801
R2 0.7824 0.7824 0.7798
R1 0.7807 0.7807 0.7794 0.7815
PP 0.7783 0.7783 0.7783 0.7787
S1 0.7766 0.7766 0.7786 0.7775
S2 0.7742 0.7742 0.7782
S3 0.7701 0.7725 0.7779
S4 0.7660 0.7684 0.7767
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8215 0.8149 0.7870
R3 0.8069 0.8003 0.7830
R2 0.7923 0.7923 0.7817
R1 0.7857 0.7857 0.7803 0.7890
PP 0.7777 0.7777 0.7777 0.7794
S1 0.7711 0.7711 0.7777 0.7744
S2 0.7631 0.7631 0.7763
S3 0.7485 0.7565 0.7750
S4 0.7339 0.7419 0.7710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7844 0.7698 0.0146 1.9% 0.0058 0.7% 63% False False 124
10 0.7844 0.7570 0.0274 3.5% 0.0066 0.8% 80% False False 107
20 0.7844 0.7529 0.0315 4.0% 0.0065 0.8% 83% False False 105
40 0.7844 0.7222 0.0622 8.0% 0.0064 0.8% 91% False False 92
60 0.7844 0.6922 0.0922 11.8% 0.0066 0.8% 94% False False 73
80 0.7844 0.6842 0.1002 12.9% 0.0056 0.7% 95% False False 76
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7974
2.618 0.7907
1.618 0.7866
1.000 0.7841
0.618 0.7825
HIGH 0.7800
0.618 0.7784
0.500 0.7780
0.382 0.7775
LOW 0.7759
0.618 0.7734
1.000 0.7718
1.618 0.7693
2.618 0.7652
4.250 0.7585
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 0.7787 0.7800
PP 0.7783 0.7796
S1 0.7780 0.7793

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

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