CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 0.7934 0.7942 0.0008 0.1% 0.7731
High 0.7948 0.7990 0.0042 0.5% 0.7936
Low 0.7886 0.7933 0.0047 0.6% 0.7705
Close 0.7924 0.7985 0.0061 0.8% 0.7884
Range 0.0062 0.0057 -0.0005 -8.1% 0.0231
ATR 0.0070 0.0069 0.0000 -0.4% 0.0000
Volume 204 142 -62 -30.4% 2,399
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8140 0.8120 0.8016
R3 0.8083 0.8063 0.8001
R2 0.8026 0.8026 0.7995
R1 0.8006 0.8006 0.7990 0.8016
PP 0.7969 0.7969 0.7969 0.7975
S1 0.7949 0.7949 0.7980 0.7959
S2 0.7912 0.7912 0.7975
S3 0.7855 0.7892 0.7969
S4 0.7798 0.7835 0.7954
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8535 0.8440 0.8011
R3 0.8304 0.8209 0.7948
R2 0.8073 0.8073 0.7926
R1 0.7978 0.7978 0.7905 0.8026
PP 0.7842 0.7842 0.7842 0.7865
S1 0.7747 0.7747 0.7863 0.7795
S2 0.7611 0.7611 0.7842
S3 0.7380 0.7516 0.7820
S4 0.7149 0.7285 0.7757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7990 0.7851 0.0139 1.7% 0.0051 0.6% 96% True False 169
10 0.7990 0.7705 0.0285 3.6% 0.0065 0.8% 98% True False 319
20 0.7990 0.7570 0.0420 5.3% 0.0068 0.9% 99% True False 212
40 0.7990 0.7429 0.0561 7.0% 0.0068 0.9% 99% True False 160
60 0.7990 0.7150 0.0840 10.5% 0.0067 0.8% 99% True False 116
80 0.7990 0.6842 0.1148 14.4% 0.0062 0.8% 100% True False 107
100 0.7990 0.6842 0.1148 14.4% 0.0052 0.7% 100% True False 91
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8232
2.618 0.8139
1.618 0.8082
1.000 0.8047
0.618 0.8025
HIGH 0.7990
0.618 0.7968
0.500 0.7962
0.382 0.7955
LOW 0.7933
0.618 0.7898
1.000 0.7876
1.618 0.7841
2.618 0.7784
4.250 0.7691
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 0.7977 0.7969
PP 0.7969 0.7954
S1 0.7962 0.7938

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

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