CME Canadian Dollar Future September 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 0.7775 0.7767 -0.0008 -0.1% 0.7970
High 0.7819 0.7790 -0.0029 -0.4% 0.8018
Low 0.7772 0.7721 -0.0051 -0.7% 0.7721
Close 0.7775 0.7731 -0.0044 -0.6% 0.7731
Range 0.0047 0.0069 0.0022 46.8% 0.0297
ATR 0.0073 0.0073 0.0000 -0.4% 0.0000
Volume 229 152 -77 -33.6% 1,270
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.7954 0.7912 0.7769
R3 0.7885 0.7843 0.7750
R2 0.7816 0.7816 0.7744
R1 0.7774 0.7774 0.7737 0.7761
PP 0.7747 0.7747 0.7747 0.7741
S1 0.7705 0.7705 0.7725 0.7692
S2 0.7678 0.7678 0.7718
S3 0.7609 0.7636 0.7712
S4 0.7540 0.7567 0.7693
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8714 0.8520 0.7894
R3 0.8417 0.8223 0.7813
R2 0.8120 0.8120 0.7785
R1 0.7926 0.7926 0.7758 0.7875
PP 0.7823 0.7823 0.7823 0.7798
S1 0.7629 0.7629 0.7704 0.7578
S2 0.7526 0.7526 0.7677
S3 0.7229 0.7332 0.7649
S4 0.6932 0.7035 0.7568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8018 0.7721 0.0297 3.8% 0.0083 1.1% 3% False True 254
10 0.8018 0.7721 0.0297 3.8% 0.0065 0.8% 3% False True 198
20 0.8018 0.7698 0.0320 4.1% 0.0068 0.9% 10% False False 250
40 0.8018 0.7465 0.0553 7.2% 0.0069 0.9% 48% False False 182
60 0.8018 0.7150 0.0868 11.2% 0.0067 0.9% 67% False False 136
80 0.8018 0.6842 0.1176 15.2% 0.0066 0.8% 76% False False 115
100 0.8018 0.6842 0.1176 15.2% 0.0056 0.7% 76% False False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8083
2.618 0.7971
1.618 0.7902
1.000 0.7859
0.618 0.7833
HIGH 0.7790
0.618 0.7764
0.500 0.7756
0.382 0.7747
LOW 0.7721
0.618 0.7678
1.000 0.7652
1.618 0.7609
2.618 0.7540
4.250 0.7428
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 0.7756 0.7796
PP 0.7747 0.7774
S1 0.7739 0.7753

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

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