CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 0.7778 0.7788 0.0010 0.1% 0.7736
High 0.7827 0.7788 -0.0039 -0.5% 0.7827
Low 0.7770 0.7717 -0.0053 -0.7% 0.7685
Close 0.7799 0.7730 -0.0069 -0.9% 0.7730
Range 0.0057 0.0071 0.0014 24.6% 0.0142
ATR 0.0068 0.0069 0.0001 1.4% 0.0000
Volume 157 357 200 127.4% 1,888
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.7958 0.7915 0.7769
R3 0.7887 0.7844 0.7750
R2 0.7816 0.7816 0.7743
R1 0.7773 0.7773 0.7737 0.7759
PP 0.7745 0.7745 0.7745 0.7738
S1 0.7702 0.7702 0.7723 0.7688
S2 0.7674 0.7674 0.7717
S3 0.7603 0.7631 0.7710
S4 0.7532 0.7560 0.7691
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.8173 0.8094 0.7808
R3 0.8031 0.7952 0.7769
R2 0.7889 0.7889 0.7756
R1 0.7810 0.7810 0.7743 0.7779
PP 0.7747 0.7747 0.7747 0.7732
S1 0.7668 0.7668 0.7717 0.7637
S2 0.7605 0.7605 0.7704
S3 0.7463 0.7526 0.7691
S4 0.7321 0.7384 0.7652
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% 0.0059 0.8% 32% False False 377
10 0.8018 0.7685 0.0333 4.3% 0.0071 0.9% 14% False False 315
20 0.8018 0.7685 0.0333 4.3% 0.0068 0.9% 14% False False 313
40 0.8018 0.7529 0.0489 6.3% 0.0067 0.9% 41% False False 209
60 0.8018 0.7222 0.0796 10.3% 0.0066 0.8% 64% False False 166
80 0.8018 0.6922 0.1096 14.2% 0.0066 0.9% 74% False False 133
100 0.8018 0.6842 0.1176 15.2% 0.0059 0.8% 76% False False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8090
2.618 0.7974
1.618 0.7903
1.000 0.7859
0.618 0.7832
HIGH 0.7788
0.618 0.7761
0.500 0.7753
0.382 0.7744
LOW 0.7717
0.618 0.7673
1.000 0.7646
1.618 0.7602
2.618 0.7531
4.250 0.7415
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 0.7753 0.7772
PP 0.7745 0.7758
S1 0.7738 0.7744

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

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