CME Canadian Dollar Future September 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 19-May-2016
Day Change Summary
Previous Current
18-May-2016 19-May-2016 Change Change % Previous Week
Open 0.7749 0.7678 -0.0071 -0.9% 0.7736
High 0.7754 0.7685 -0.0069 -0.9% 0.7827
Low 0.7671 0.7604 -0.0067 -0.9% 0.7685
Close 0.7702 0.7637 -0.0065 -0.8% 0.7730
Range 0.0083 0.0081 -0.0002 -2.4% 0.0142
ATR 0.0068 0.0070 0.0002 3.1% 0.0000
Volume 867 735 -132 -15.2% 1,888
Daily Pivots for day following 19-May-2016
Classic Woodie Camarilla DeMark
R4 0.7885 0.7842 0.7682
R3 0.7804 0.7761 0.7659
R2 0.7723 0.7723 0.7652
R1 0.7680 0.7680 0.7644 0.7661
PP 0.7642 0.7642 0.7642 0.7633
S1 0.7599 0.7599 0.7630 0.7580
S2 0.7561 0.7561 0.7622
S3 0.7480 0.7518 0.7615
S4 0.7399 0.7437 0.7592
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 0.7788 0.7604 0.0184 2.4% 0.0068 0.9% 18% False True 597
10 0.7827 0.7604 0.0223 2.9% 0.0063 0.8% 15% False True 466
20 0.8018 0.7604 0.0414 5.4% 0.0064 0.8% 8% False True 339
40 0.8018 0.7529 0.0489 6.4% 0.0068 0.9% 22% False False 269
60 0.8018 0.7320 0.0698 9.1% 0.0067 0.9% 45% False False 209
80 0.8018 0.7089 0.0929 12.2% 0.0066 0.9% 59% False False 163
100 0.8018 0.6842 0.1176 15.4% 0.0061 0.8% 68% False False 149
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7897
1.618 0.7816
1.000 0.7766
0.618 0.7735
HIGH 0.7685
0.618 0.7654
0.500 0.7645
0.382 0.7635
LOW 0.7604
0.618 0.7554
1.000 0.7523
1.618 0.7473
2.618 0.7392
4.250 0.7260
Fisher Pivots for day following 19-May-2016
Pivot 1 day 3 day
R1 0.7645 0.7693
PP 0.7642 0.7674
S1 0.7640 0.7656

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

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