CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 0.7767 0.7736 -0.0031 -0.4% 0.7970
High 0.7790 0.7747 -0.0043 -0.6% 0.8018
Low 0.7721 0.7685 -0.0036 -0.5% 0.7721
Close 0.7731 0.7713 -0.0018 -0.2% 0.7731
Range 0.0069 0.0062 -0.0007 -10.1% 0.0297
ATR 0.0073 0.0072 -0.0001 -1.0% 0.0000
Volume 152 480 328 215.8% 1,270
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 0.7901 0.7869 0.7747
R3 0.7839 0.7807 0.7730
R2 0.7777 0.7777 0.7724
R1 0.7745 0.7745 0.7719 0.7730
PP 0.7715 0.7715 0.7715 0.7708
S1 0.7683 0.7683 0.7707 0.7668
S2 0.7653 0.7653 0.7702
S3 0.7591 0.7621 0.7696
S4 0.7529 0.7559 0.7679
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 0.7685 0.0333 4.3% 0.0090 1.2% 8% False True 322
10 0.8018 0.7685 0.0333 4.3% 0.0068 0.9% 8% False True 235
20 0.8018 0.7685 0.0333 4.3% 0.0068 0.9% 8% False True 271
40 0.8018 0.7465 0.0553 7.2% 0.0069 0.9% 45% False False 191
60 0.8018 0.7174 0.0844 10.9% 0.0067 0.9% 64% False False 144
80 0.8018 0.6842 0.1176 15.2% 0.0066 0.8% 74% False False 121
100 0.8018 0.6842 0.1176 15.2% 0.0056 0.7% 74% False False 109
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 0.8011
2.618 0.7909
1.618 0.7847
1.000 0.7809
0.618 0.7785
HIGH 0.7747
0.618 0.7723
0.500 0.7716
0.382 0.7709
LOW 0.7685
0.618 0.7647
1.000 0.7623
1.618 0.7585
2.618 0.7523
4.250 0.7422
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 0.7716 0.7752
PP 0.7715 0.7739
S1 0.7714 0.7726

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

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