CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 0.7731 0.7829 0.0098 1.3% 0.7698
High 0.7826 0.7914 0.0088 1.1% 0.7844
Low 0.7705 0.7827 0.0122 1.6% 0.7698
Close 0.7809 0.7911 0.0102 1.3% 0.7790
Range 0.0121 0.0087 -0.0034 -28.1% 0.0146
ATR 0.0074 0.0076 0.0002 3.0% 0.0000
Volume 294 609 315 107.1% 624
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8145 0.8115 0.7959
R3 0.8058 0.8028 0.7935
R2 0.7971 0.7971 0.7927
R1 0.7941 0.7941 0.7919 0.7956
PP 0.7884 0.7884 0.7884 0.7892
S1 0.7854 0.7854 0.7903 0.7869
S2 0.7797 0.7797 0.7895
S3 0.7710 0.7767 0.7887
S4 0.7623 0.7680 0.7863
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 0.7914 0.7705 0.0209 2.6% 0.0070 0.9% 99% True False 274
10 0.7914 0.7588 0.0326 4.1% 0.0076 1.0% 99% True False 180
20 0.7914 0.7529 0.0385 4.9% 0.0071 0.9% 99% True False 143
40 0.7914 0.7222 0.0692 8.7% 0.0068 0.9% 100% True False 115
60 0.7914 0.6993 0.0921 11.6% 0.0067 0.8% 100% True False 85
80 0.7914 0.6842 0.1072 13.6% 0.0058 0.7% 100% True False 86
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8284
2.618 0.8142
1.618 0.8055
1.000 0.8001
0.618 0.7968
HIGH 0.7914
0.618 0.7881
0.500 0.7871
0.382 0.7860
LOW 0.7827
0.618 0.7773
1.000 0.7740
1.618 0.7686
2.618 0.7599
4.250 0.7457
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 0.7898 0.7877
PP 0.7884 0.7843
S1 0.7871 0.7810

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

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