CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 0.7980 0.7868 -0.0112 -1.4% 0.7890
High 0.8018 0.7870 -0.0148 -1.8% 0.8006
Low 0.7856 0.7761 -0.0095 -1.2% 0.7870
Close 0.7859 0.7774 -0.0085 -1.1% 0.7974
Range 0.0162 0.0109 -0.0053 -32.7% 0.0136
ATR 0.0072 0.0075 0.0003 3.6% 0.0000
Volume 489 261 -228 -46.6% 716
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 0.8129 0.8060 0.7834
R3 0.8020 0.7951 0.7804
R2 0.7911 0.7911 0.7794
R1 0.7842 0.7842 0.7784 0.7822
PP 0.7802 0.7802 0.7802 0.7792
S1 0.7733 0.7733 0.7764 0.7713
S2 0.7693 0.7693 0.7754
S3 0.7584 0.7624 0.7744
S4 0.7475 0.7515 0.7714
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 0.7761 0.0257 3.3% 0.0082 1.1% 5% False True 236
10 0.8018 0.7761 0.0257 3.3% 0.0067 0.9% 5% False True 230
20 0.8018 0.7595 0.0423 5.4% 0.0072 0.9% 42% False False 240
40 0.8018 0.7450 0.0568 7.3% 0.0071 0.9% 57% False False 179
60 0.8018 0.7150 0.0868 11.2% 0.0067 0.9% 72% False False 131
80 0.8018 0.6842 0.1176 15.1% 0.0065 0.8% 79% False False 114
100 0.8018 0.6842 0.1176 15.1% 0.0055 0.7% 79% False False 101
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8333
2.618 0.8155
1.618 0.8046
1.000 0.7979
0.618 0.7937
HIGH 0.7870
0.618 0.7828
0.500 0.7816
0.382 0.7803
LOW 0.7761
0.618 0.7694
1.000 0.7652
1.618 0.7585
2.618 0.7476
4.250 0.7298
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 0.7816 0.7890
PP 0.7802 0.7851
S1 0.7788 0.7813

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

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