CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 0.7942 0.7976 0.0034 0.4% 0.7890
High 0.7990 0.8006 0.0016 0.2% 0.8006
Low 0.7933 0.7954 0.0021 0.3% 0.7870
Close 0.7985 0.7974 -0.0011 -0.1% 0.7974
Range 0.0057 0.0052 -0.0005 -8.8% 0.0136
ATR 0.0069 0.0068 -0.0001 -1.8% 0.0000
Volume 142 150 8 5.6% 716
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8134 0.8106 0.8003
R3 0.8082 0.8054 0.7988
R2 0.8030 0.8030 0.7984
R1 0.8002 0.8002 0.7979 0.7990
PP 0.7978 0.7978 0.7978 0.7972
S1 0.7950 0.7950 0.7969 0.7938
S2 0.7926 0.7926 0.7964
S3 0.7874 0.7898 0.7960
S4 0.7822 0.7846 0.7945
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8358 0.8302 0.8049
R3 0.8222 0.8166 0.8011
R2 0.8086 0.8086 0.7999
R1 0.8030 0.8030 0.7986 0.8058
PP 0.7950 0.7950 0.7950 0.7964
S1 0.7894 0.7894 0.7962 0.7922
S2 0.7814 0.7814 0.7949
S3 0.7678 0.7758 0.7937
S4 0.7542 0.7622 0.7899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8006 0.7870 0.0136 1.7% 0.0047 0.6% 76% True False 143
10 0.8006 0.7705 0.0301 3.8% 0.0066 0.8% 89% True False 311
20 0.8006 0.7570 0.0436 5.5% 0.0066 0.8% 93% True False 209
40 0.8006 0.7438 0.0568 7.1% 0.0069 0.9% 94% True False 163
60 0.8006 0.7150 0.0856 10.7% 0.0066 0.8% 96% True False 118
80 0.8006 0.6842 0.1164 14.6% 0.0063 0.8% 97% True False 107
100 0.8006 0.6842 0.1164 14.6% 0.0053 0.7% 97% True False 93
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8227
2.618 0.8142
1.618 0.8090
1.000 0.8058
0.618 0.8038
HIGH 0.8006
0.618 0.7986
0.500 0.7980
0.382 0.7974
LOW 0.7954
0.618 0.7922
1.000 0.7902
1.618 0.7870
2.618 0.7818
4.250 0.7733
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 0.7980 0.7965
PP 0.7978 0.7955
S1 0.7976 0.7946

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

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