CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 0.7714 0.7746 0.0032 0.4% 0.7970
High 0.7745 0.7793 0.0048 0.6% 0.8018
Low 0.7705 0.7730 0.0025 0.3% 0.7721
Close 0.7736 0.7788 0.0052 0.7% 0.7731
Range 0.0040 0.0063 0.0023 57.5% 0.0297
ATR 0.0070 0.0069 0.0000 -0.7% 0.0000
Volume 581 313 -268 -46.1% 1,270
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 0.7959 0.7937 0.7823
R3 0.7896 0.7874 0.7805
R2 0.7833 0.7833 0.7800
R1 0.7811 0.7811 0.7794 0.7822
PP 0.7770 0.7770 0.7770 0.7776
S1 0.7748 0.7748 0.7782 0.7759
S2 0.7707 0.7707 0.7776
S3 0.7644 0.7685 0.7771
S4 0.7581 0.7622 0.7753
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 0.7819 0.7685 0.0134 1.7% 0.0056 0.7% 77% False False 351
10 0.8018 0.7685 0.0333 4.3% 0.0069 0.9% 31% False False 293
20 0.8018 0.7685 0.0333 4.3% 0.0067 0.9% 31% False False 303
40 0.8018 0.7476 0.0542 7.0% 0.0070 0.9% 58% False False 211
60 0.8018 0.7216 0.0802 10.3% 0.0066 0.8% 71% False False 158
80 0.8018 0.6842 0.1176 15.1% 0.0066 0.8% 80% False False 129
100 0.8018 0.6842 0.1176 15.1% 0.0057 0.7% 80% False False 118
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8061
2.618 0.7958
1.618 0.7895
1.000 0.7856
0.618 0.7832
HIGH 0.7793
0.618 0.7769
0.500 0.7762
0.382 0.7754
LOW 0.7730
0.618 0.7691
1.000 0.7667
1.618 0.7628
2.618 0.7565
4.250 0.7462
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 0.7779 0.7772
PP 0.7770 0.7755
S1 0.7762 0.7739

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

View Archives - Comment on this page... - Back to Index of Symbols