CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 0.7879 0.7905 0.0026 0.3% 0.7698
High 0.7936 0.7917 -0.0019 -0.2% 0.7844
Low 0.7856 0.7850 -0.0006 -0.1% 0.7698
Close 0.7918 0.7859 -0.0059 -0.7% 0.7790
Range 0.0080 0.0067 -0.0013 -16.2% 0.0146
ATR 0.0076 0.0076 -0.0001 -0.8% 0.0000
Volume 794 419 -375 -47.2% 624
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8076 0.8035 0.7896
R3 0.8009 0.7968 0.7877
R2 0.7942 0.7942 0.7871
R1 0.7901 0.7901 0.7865 0.7888
PP 0.7875 0.7875 0.7875 0.7869
S1 0.7834 0.7834 0.7853 0.7821
S2 0.7808 0.7808 0.7847
S3 0.7741 0.7767 0.7841
S4 0.7674 0.7700 0.7822
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 0.7936 0.7705 0.0231 2.9% 0.0079 1.0% 67% False False 469
10 0.7936 0.7606 0.0330 4.2% 0.0076 1.0% 77% False False 286
20 0.7936 0.7529 0.0407 5.2% 0.0071 0.9% 81% False False 199
40 0.7936 0.7320 0.0616 7.8% 0.0068 0.9% 88% False False 144
60 0.7936 0.7089 0.0847 10.8% 0.0067 0.8% 91% False False 104
80 0.7936 0.6842 0.1094 13.9% 0.0060 0.8% 93% False False 101
Crabel Price Patterns
NR True
NR4 True
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8202
2.618 0.8092
1.618 0.8025
1.000 0.7984
0.618 0.7958
HIGH 0.7917
0.618 0.7891
0.500 0.7884
0.382 0.7876
LOW 0.7850
0.618 0.7809
1.000 0.7783
1.618 0.7742
2.618 0.7675
4.250 0.7565
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 0.7884 0.7882
PP 0.7875 0.7874
S1 0.7867 0.7867

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

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