CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 0.7736 0.7714 -0.0022 -0.3% 0.7970
High 0.7747 0.7745 -0.0002 0.0% 0.8018
Low 0.7685 0.7705 0.0020 0.3% 0.7721
Close 0.7713 0.7736 0.0023 0.3% 0.7731
Range 0.0062 0.0040 -0.0022 -35.5% 0.0297
ATR 0.0072 0.0070 -0.0002 -3.2% 0.0000
Volume 480 581 101 21.0% 1,270
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 0.7849 0.7832 0.7758
R3 0.7809 0.7792 0.7747
R2 0.7769 0.7769 0.7743
R1 0.7752 0.7752 0.7740 0.7760
PP 0.7729 0.7729 0.7729 0.7733
S1 0.7712 0.7712 0.7732 0.7721
S2 0.7689 0.7689 0.7729
S3 0.7649 0.7672 0.7725
S4 0.7609 0.7632 0.7714
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 0.7870 0.7685 0.0185 2.4% 0.0065 0.8% 28% False False 340
10 0.8018 0.7685 0.0333 4.3% 0.0069 0.9% 15% False False 282
20 0.8018 0.7685 0.0333 4.3% 0.0066 0.9% 15% False False 295
40 0.8018 0.7465 0.0553 7.1% 0.0069 0.9% 49% False False 204
60 0.8018 0.7200 0.0818 10.6% 0.0066 0.9% 66% False False 153
80 0.8018 0.6842 0.1176 15.2% 0.0066 0.9% 76% False False 127
100 0.8018 0.6842 0.1176 15.2% 0.0057 0.7% 76% False False 115
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7850
1.618 0.7810
1.000 0.7785
0.618 0.7770
HIGH 0.7745
0.618 0.7730
0.500 0.7725
0.382 0.7720
LOW 0.7705
0.618 0.7680
1.000 0.7665
1.618 0.7640
2.618 0.7600
4.250 0.7535
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 0.7732 0.7738
PP 0.7729 0.7737
S1 0.7725 0.7737

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

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