CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 0.7673 0.7590 -0.0083 -1.1% 0.7580
High 0.7684 0.7615 -0.0069 -0.9% 0.7782
Low 0.7658 0.7579 -0.0079 -1.0% 0.7580
Close 0.7659 0.7605 -0.0054 -0.7% 0.7680
Range 0.0026 0.0036 0.0010 38.5% 0.0202
ATR 0.0066 0.0067 0.0001 1.5% 0.0000
Volume 8 10 2 25.0% 185
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7708 0.7692 0.7625
R3 0.7672 0.7656 0.7615
R2 0.7636 0.7636 0.7612
R1 0.7620 0.7620 0.7608 0.7628
PP 0.7600 0.7600 0.7600 0.7604
S1 0.7584 0.7584 0.7602 0.7592
S2 0.7564 0.7564 0.7598
S3 0.7528 0.7548 0.7595
S4 0.7492 0.7512 0.7585
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 0.7579 0.0203 2.7% 0.0054 0.7% 13% False True 28
10 0.7782 0.7532 0.0250 3.3% 0.0046 0.6% 29% False False 36
20 0.7782 0.7469 0.0313 4.1% 0.0053 0.7% 43% False False 40
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 0.7768
2.618 0.7709
1.618 0.7673
1.000 0.7651
0.618 0.7637
HIGH 0.7615
0.618 0.7601
0.500 0.7597
0.382 0.7593
LOW 0.7579
0.618 0.7557
1.000 0.7543
1.618 0.7521
2.618 0.7485
4.250 0.7426
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 0.7602 0.7645
PP 0.7600 0.7631
S1 0.7597 0.7618

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

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