CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 0.7976 0.7970 -0.0006 -0.1% 0.7890
High 0.8006 0.7991 -0.0015 -0.2% 0.8006
Low 0.7954 0.7961 0.0007 0.1% 0.7870
Close 0.7974 0.7969 -0.0005 -0.1% 0.7974
Range 0.0052 0.0030 -0.0022 -42.3% 0.0136
ATR 0.0068 0.0065 -0.0003 -4.0% 0.0000
Volume 150 139 -11 -7.3% 716
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 0.8064 0.8046 0.7986
R3 0.8034 0.8016 0.7977
R2 0.8004 0.8004 0.7975
R1 0.7986 0.7986 0.7972 0.7980
PP 0.7974 0.7974 0.7974 0.7971
S1 0.7956 0.7956 0.7966 0.7950
S2 0.7944 0.7944 0.7964
S3 0.7914 0.7926 0.7961
S4 0.7884 0.7896 0.7953
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 0.7886 0.0120 1.5% 0.0047 0.6% 69% False False 147
10 0.8006 0.7827 0.0179 2.2% 0.0057 0.7% 79% False False 296
20 0.8006 0.7570 0.0436 5.5% 0.0066 0.8% 92% False False 215
40 0.8006 0.7450 0.0556 7.0% 0.0068 0.8% 93% False False 166
60 0.8006 0.7150 0.0856 10.7% 0.0065 0.8% 96% False False 120
80 0.8006 0.6842 0.1164 14.6% 0.0062 0.8% 97% False False 108
100 0.8006 0.6842 0.1164 14.6% 0.0053 0.7% 97% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8119
2.618 0.8070
1.618 0.8040
1.000 0.8021
0.618 0.8010
HIGH 0.7991
0.618 0.7980
0.500 0.7976
0.382 0.7972
LOW 0.7961
0.618 0.7942
1.000 0.7931
1.618 0.7912
2.618 0.7882
4.250 0.7834
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 0.7976 0.7970
PP 0.7974 0.7969
S1 0.7971 0.7969

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

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