CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 0.7710 0.7673 -0.0037 -0.5% 0.7580
High 0.7710 0.7684 -0.0026 -0.3% 0.7782
Low 0.7624 0.7658 0.0034 0.4% 0.7580
Close 0.7680 0.7659 -0.0021 -0.3% 0.7680
Range 0.0086 0.0026 -0.0060 -69.8% 0.0202
ATR 0.0069 0.0066 -0.0003 -4.4% 0.0000
Volume 16 8 -8 -50.0% 185
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7745 0.7728 0.7673
R3 0.7719 0.7702 0.7666
R2 0.7693 0.7693 0.7664
R1 0.7676 0.7676 0.7661 0.7672
PP 0.7667 0.7667 0.7667 0.7665
S1 0.7650 0.7650 0.7657 0.7646
S2 0.7641 0.7641 0.7654
S3 0.7615 0.7624 0.7652
S4 0.7589 0.7598 0.7645
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8287 0.8185 0.7791
R3 0.8085 0.7983 0.7736
R2 0.7883 0.7883 0.7717
R1 0.7781 0.7781 0.7699 0.7832
PP 0.7681 0.7681 0.7681 0.7706
S1 0.7579 0.7579 0.7661 0.7630
S2 0.7479 0.7479 0.7643
S3 0.7277 0.7377 0.7624
S4 0.7075 0.7175 0.7569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7782 0.7584 0.0198 2.6% 0.0063 0.8% 38% False False 36
10 0.7782 0.7532 0.0250 3.3% 0.0043 0.6% 51% False False 36
20 0.7782 0.7469 0.0313 4.1% 0.0054 0.7% 61% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7795
2.618 0.7752
1.618 0.7726
1.000 0.7710
0.618 0.7700
HIGH 0.7684
0.618 0.7674
0.500 0.7671
0.382 0.7668
LOW 0.7658
0.618 0.7642
1.000 0.7632
1.618 0.7616
2.618 0.7590
4.250 0.7547
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 0.7671 0.7703
PP 0.7667 0.7688
S1 0.7663 0.7674

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

View Archives - Comment on this page... - Back to Index of Symbols