CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 0.7788 0.7719 -0.0069 -0.9% 0.7736
High 0.7788 0.7762 -0.0026 -0.3% 0.7827
Low 0.7717 0.7715 -0.0002 0.0% 0.7685
Close 0.7730 0.7753 0.0023 0.3% 0.7730
Range 0.0071 0.0047 -0.0024 -33.8% 0.0142
ATR 0.0069 0.0068 -0.0002 -2.3% 0.0000
Volume 357 480 123 34.5% 1,888
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 0.7884 0.7866 0.7779
R3 0.7837 0.7819 0.7766
R2 0.7790 0.7790 0.7762
R1 0.7772 0.7772 0.7757 0.7781
PP 0.7743 0.7743 0.7743 0.7748
S1 0.7725 0.7725 0.7749 0.7734
S2 0.7696 0.7696 0.7744
S3 0.7649 0.7678 0.7740
S4 0.7602 0.7631 0.7727
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 0.7705 0.0122 1.6% 0.0056 0.7% 39% False False 377
10 0.8018 0.7685 0.0333 4.3% 0.0073 0.9% 20% False False 349
20 0.8018 0.7685 0.0333 4.3% 0.0065 0.8% 20% False False 322
40 0.8018 0.7529 0.0489 6.3% 0.0066 0.9% 46% False False 218
60 0.8018 0.7222 0.0796 10.3% 0.0066 0.8% 67% False False 174
80 0.8018 0.6993 0.1025 13.2% 0.0066 0.8% 74% False False 138
100 0.8018 0.6842 0.1176 15.2% 0.0059 0.8% 77% False False 128
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7962
2.618 0.7885
1.618 0.7838
1.000 0.7809
0.618 0.7791
HIGH 0.7762
0.618 0.7744
0.500 0.7739
0.382 0.7733
LOW 0.7715
0.618 0.7686
1.000 0.7668
1.618 0.7639
2.618 0.7592
4.250 0.7515
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 0.7748 0.7771
PP 0.7743 0.7765
S1 0.7739 0.7759

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

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