CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 0.7758 0.7749 -0.0009 -0.1% 0.7736
High 0.7782 0.7754 -0.0028 -0.4% 0.7827
Low 0.7722 0.7671 -0.0051 -0.7% 0.7685
Close 0.7743 0.7702 -0.0041 -0.5% 0.7730
Range 0.0060 0.0083 0.0023 38.3% 0.0142
ATR 0.0067 0.0068 0.0001 1.7% 0.0000
Volume 546 867 321 58.8% 1,888
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 0.7958 0.7913 0.7748
R3 0.7875 0.7830 0.7725
R2 0.7792 0.7792 0.7717
R1 0.7747 0.7747 0.7710 0.7728
PP 0.7709 0.7709 0.7709 0.7700
S1 0.7664 0.7664 0.7694 0.7645
S2 0.7626 0.7626 0.7687
S3 0.7543 0.7581 0.7679
S4 0.7460 0.7498 0.7656
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 0.7671 0.0156 2.0% 0.0064 0.8% 20% False True 481
10 0.7827 0.7671 0.0156 2.0% 0.0060 0.8% 20% False True 416
20 0.8018 0.7671 0.0347 4.5% 0.0064 0.8% 9% False True 323
40 0.8018 0.7529 0.0489 6.3% 0.0068 0.9% 35% False False 252
60 0.8018 0.7222 0.0796 10.3% 0.0067 0.9% 60% False False 197
80 0.8018 0.6993 0.1025 13.3% 0.0067 0.9% 69% False False 154
100 0.8018 0.6842 0.1176 15.3% 0.0060 0.8% 73% False False 142
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 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8107
2.618 0.7971
1.618 0.7888
1.000 0.7837
0.618 0.7805
HIGH 0.7754
0.618 0.7722
0.500 0.7713
0.382 0.7703
LOW 0.7671
0.618 0.7620
1.000 0.7588
1.618 0.7537
2.618 0.7454
4.250 0.7318
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 0.7713 0.7727
PP 0.7709 0.7718
S1 0.7706 0.7710

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

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