CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 0.7675 0.7708 0.0033 0.4% 0.7622
High 0.7744 0.7711 -0.0033 -0.4% 0.7744
Low 0.7672 0.7655 -0.0017 -0.2% 0.7587
Close 0.7700 0.7689 -0.0011 -0.1% 0.7689
Range 0.0072 0.0056 -0.0016 -22.2% 0.0157
ATR 0.0067 0.0066 -0.0001 -1.2% 0.0000
Volume 2,869 561 -2,308 -80.4% 6,064
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7853 0.7827 0.7720
R3 0.7797 0.7771 0.7704
R2 0.7741 0.7741 0.7699
R1 0.7715 0.7715 0.7694 0.7700
PP 0.7685 0.7685 0.7685 0.7678
S1 0.7659 0.7659 0.7684 0.7644
S2 0.7629 0.7629 0.7679
S3 0.7573 0.7603 0.7674
S4 0.7517 0.7547 0.7658
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.8144 0.8074 0.7775
R3 0.7987 0.7917 0.7732
R2 0.7830 0.7830 0.7718
R1 0.7760 0.7760 0.7703 0.7795
PP 0.7673 0.7673 0.7673 0.7691
S1 0.7603 0.7603 0.7675 0.7638
S2 0.7516 0.7516 0.7660
S3 0.7359 0.7446 0.7646
S4 0.7202 0.7289 0.7603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7744 0.7587 0.0157 2.0% 0.0057 0.7% 65% False False 1,212
10 0.7782 0.7587 0.0195 2.5% 0.0061 0.8% 52% False False 932
20 0.8018 0.7587 0.0431 5.6% 0.0066 0.9% 24% False False 623
40 0.8018 0.7570 0.0448 5.8% 0.0066 0.9% 27% False False 416
60 0.8018 0.7438 0.0580 7.5% 0.0068 0.9% 43% False False 316
80 0.8018 0.7150 0.0868 11.3% 0.0066 0.9% 62% False False 244
100 0.8018 0.6842 0.1176 15.3% 0.0063 0.8% 72% False False 211
120 0.8018 0.6842 0.1176 15.3% 0.0055 0.7% 72% False False 181
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7949
2.618 0.7858
1.618 0.7802
1.000 0.7767
0.618 0.7746
HIGH 0.7711
0.618 0.7690
0.500 0.7683
0.382 0.7676
LOW 0.7655
0.618 0.7620
1.000 0.7599
1.618 0.7564
2.618 0.7508
4.250 0.7417
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 0.7687 0.7687
PP 0.7685 0.7684
S1 0.7683 0.7682

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

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