CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 0.7713 0.7742 0.0029 0.4% 0.7659
High 0.7745 0.7782 0.0037 0.5% 0.7674
Low 0.7700 0.7704 0.0004 0.1% 0.7532
Close 0.7717 0.7710 -0.0007 -0.1% 0.7552
Range 0.0045 0.0078 0.0033 73.3% 0.0142
ATR 0.0067 0.0068 0.0001 1.2% 0.0000
Volume 91 16 -75 -82.4% 169
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7966 0.7916 0.7753
R3 0.7888 0.7838 0.7731
R2 0.7810 0.7810 0.7724
R1 0.7760 0.7760 0.7717 0.7746
PP 0.7732 0.7732 0.7732 0.7725
S1 0.7682 0.7682 0.7703 0.7668
S2 0.7654 0.7654 0.7696
S3 0.7576 0.7604 0.7689
S4 0.7498 0.7526 0.7667
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8012 0.7924 0.7630
R3 0.7870 0.7782 0.7591
R2 0.7728 0.7728 0.7578
R1 0.7640 0.7640 0.7565 0.7613
PP 0.7586 0.7586 0.7586 0.7573
S1 0.7498 0.7498 0.7539 0.7471
S2 0.7444 0.7444 0.7526
S3 0.7302 0.7356 0.7513
S4 0.7160 0.7214 0.7474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7782 0.7532 0.0250 3.2% 0.0050 0.6% 71% True False 45
10 0.7782 0.7532 0.0250 3.2% 0.0045 0.6% 71% True False 40
20 0.7782 0.7452 0.0330 4.3% 0.0051 0.7% 78% True False 44
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 False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8114
2.618 0.7986
1.618 0.7908
1.000 0.7860
0.618 0.7830
HIGH 0.7782
0.618 0.7752
0.500 0.7743
0.382 0.7734
LOW 0.7704
0.618 0.7656
1.000 0.7626
1.618 0.7578
2.618 0.7500
4.250 0.7373
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 0.7743 0.7701
PP 0.7732 0.7692
S1 0.7721 0.7683

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

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