CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 0.7746 0.7778 0.0032 0.4% 0.7970
High 0.7793 0.7827 0.0034 0.4% 0.8018
Low 0.7730 0.7770 0.0040 0.5% 0.7721
Close 0.7788 0.7799 0.0011 0.1% 0.7731
Range 0.0063 0.0057 -0.0006 -9.5% 0.0297
ATR 0.0069 0.0068 -0.0001 -1.3% 0.0000
Volume 313 157 -156 -49.8% 1,270
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 0.7970 0.7941 0.7830
R3 0.7913 0.7884 0.7815
R2 0.7856 0.7856 0.7809
R1 0.7827 0.7827 0.7804 0.7842
PP 0.7799 0.7799 0.7799 0.7806
S1 0.7770 0.7770 0.7794 0.7785
S2 0.7742 0.7742 0.7789
S3 0.7685 0.7713 0.7783
S4 0.7628 0.7656 0.7768
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 0.7827 0.7685 0.0142 1.8% 0.0058 0.7% 80% True False 336
10 0.8018 0.7685 0.0333 4.3% 0.0069 0.9% 34% False False 295
20 0.8018 0.7685 0.0333 4.3% 0.0067 0.9% 34% False False 307
40 0.8018 0.7529 0.0489 6.3% 0.0067 0.9% 55% False False 209
60 0.8018 0.7222 0.0796 10.2% 0.0065 0.8% 72% False False 160
80 0.8018 0.6842 0.1176 15.1% 0.0066 0.8% 81% False False 130
100 0.8018 0.6842 0.1176 15.1% 0.0058 0.7% 81% False False 120
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8069
2.618 0.7976
1.618 0.7919
1.000 0.7884
0.618 0.7862
HIGH 0.7827
0.618 0.7805
0.500 0.7799
0.382 0.7792
LOW 0.7770
0.618 0.7735
1.000 0.7713
1.618 0.7678
2.618 0.7621
4.250 0.7528
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 0.7799 0.7788
PP 0.7799 0.7777
S1 0.7799 0.7766

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

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