CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 0.7719 0.7758 0.0039 0.5% 0.7736
High 0.7762 0.7782 0.0020 0.3% 0.7827
Low 0.7715 0.7722 0.0007 0.1% 0.7685
Close 0.7753 0.7743 -0.0010 -0.1% 0.7730
Range 0.0047 0.0060 0.0013 27.7% 0.0142
ATR 0.0068 0.0067 -0.0001 -0.8% 0.0000
Volume 480 546 66 13.8% 1,888
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 0.7929 0.7896 0.7776
R3 0.7869 0.7836 0.7760
R2 0.7809 0.7809 0.7754
R1 0.7776 0.7776 0.7749 0.7763
PP 0.7749 0.7749 0.7749 0.7742
S1 0.7716 0.7716 0.7738 0.7703
S2 0.7689 0.7689 0.7732
S3 0.7629 0.7656 0.7727
S4 0.7569 0.7596 0.7710
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 0.7715 0.0112 1.4% 0.0060 0.8% 25% False False 370
10 0.7870 0.7685 0.0185 2.4% 0.0063 0.8% 31% False False 355
20 0.8018 0.7685 0.0333 4.3% 0.0063 0.8% 17% False False 319
40 0.8018 0.7529 0.0489 6.3% 0.0067 0.9% 44% False False 231
60 0.8018 0.7222 0.0796 10.3% 0.0066 0.9% 65% False False 183
80 0.8018 0.6993 0.1025 13.2% 0.0066 0.9% 73% False False 144
100 0.8018 0.6842 0.1176 15.2% 0.0059 0.8% 77% False False 133
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 True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8037
2.618 0.7939
1.618 0.7879
1.000 0.7842
0.618 0.7819
HIGH 0.7782
0.618 0.7759
0.500 0.7752
0.382 0.7745
LOW 0.7722
0.618 0.7685
1.000 0.7662
1.618 0.7625
2.618 0.7565
4.250 0.7467
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 0.7752 0.7752
PP 0.7749 0.7749
S1 0.7746 0.7746

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

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