CME Canadian Dollar Future September 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 0.7678 0.7637 -0.0041 -0.5% 0.7719
High 0.7685 0.7648 -0.0037 -0.5% 0.7782
Low 0.7604 0.7600 -0.0004 -0.1% 0.7600
Close 0.7637 0.7613 -0.0024 -0.3% 0.7613
Range 0.0081 0.0048 -0.0033 -40.7% 0.0182
ATR 0.0070 0.0069 -0.0002 -2.3% 0.0000
Volume 735 628 -107 -14.6% 3,256
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7764 0.7737 0.7639
R3 0.7716 0.7689 0.7626
R2 0.7668 0.7668 0.7622
R1 0.7641 0.7641 0.7617 0.7631
PP 0.7620 0.7620 0.7620 0.7615
S1 0.7593 0.7593 0.7609 0.7583
S2 0.7572 0.7572 0.7604
S3 0.7524 0.7545 0.7600
S4 0.7476 0.7497 0.7587
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.8211 0.8094 0.7713
R3 0.8029 0.7912 0.7663
R2 0.7847 0.7847 0.7646
R1 0.7730 0.7730 0.7630 0.7698
PP 0.7665 0.7665 0.7665 0.7649
S1 0.7548 0.7548 0.7596 0.7516
S2 0.7483 0.7483 0.7580
S3 0.7301 0.7366 0.7563
S4 0.7119 0.7184 0.7513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7782 0.7600 0.0182 2.4% 0.0064 0.8% 7% False True 651
10 0.7827 0.7600 0.0227 3.0% 0.0061 0.8% 6% False True 514
20 0.8018 0.7600 0.0418 5.5% 0.0063 0.8% 3% False True 356
40 0.8018 0.7542 0.0476 6.3% 0.0068 0.9% 15% False False 280
60 0.8018 0.7382 0.0636 8.4% 0.0066 0.9% 36% False False 218
80 0.8018 0.7100 0.0918 12.1% 0.0066 0.9% 56% False False 170
100 0.8018 0.6842 0.1176 15.4% 0.0061 0.8% 66% False False 155
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 False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7852
2.618 0.7774
1.618 0.7726
1.000 0.7696
0.618 0.7678
HIGH 0.7648
0.618 0.7630
0.500 0.7624
0.382 0.7618
LOW 0.7600
0.618 0.7570
1.000 0.7552
1.618 0.7522
2.618 0.7474
4.250 0.7396
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 0.7624 0.7677
PP 0.7620 0.7656
S1 0.7617 0.7634

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

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