CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 0.7970 0.7980 0.0010 0.1% 0.7890
High 0.7991 0.8018 0.0027 0.3% 0.8006
Low 0.7961 0.7856 -0.0105 -1.3% 0.7870
Close 0.7969 0.7859 -0.0110 -1.4% 0.7974
Range 0.0030 0.0162 0.0132 440.0% 0.0136
ATR 0.0065 0.0072 0.0007 10.5% 0.0000
Volume 139 489 350 251.8% 716
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 0.8397 0.8290 0.7948
R3 0.8235 0.8128 0.7904
R2 0.8073 0.8073 0.7889
R1 0.7966 0.7966 0.7874 0.7939
PP 0.7911 0.7911 0.7911 0.7897
S1 0.7804 0.7804 0.7844 0.7777
S2 0.7749 0.7749 0.7829
S3 0.7587 0.7642 0.7814
S4 0.7425 0.7480 0.7770
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 0.8018 0.7856 0.0162 2.1% 0.0073 0.9% 2% True True 224
10 0.8018 0.7850 0.0168 2.1% 0.0064 0.8% 5% True False 284
20 0.8018 0.7588 0.0430 5.5% 0.0070 0.9% 63% True False 232
40 0.8018 0.7450 0.0568 7.2% 0.0070 0.9% 72% True False 177
60 0.8018 0.7150 0.0868 11.0% 0.0066 0.8% 82% True False 127
80 0.8018 0.6842 0.1176 15.0% 0.0064 0.8% 86% True False 111
100 0.8018 0.6842 0.1176 15.0% 0.0054 0.7% 86% True False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 0.8707
2.618 0.8442
1.618 0.8280
1.000 0.8180
0.618 0.8118
HIGH 0.8018
0.618 0.7956
0.500 0.7937
0.382 0.7918
LOW 0.7856
0.618 0.7756
1.000 0.7694
1.618 0.7594
2.618 0.7432
4.250 0.7168
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 0.7937 0.7937
PP 0.7911 0.7911
S1 0.7885 0.7885

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

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