CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 0.7590 0.7633 0.0043 0.6% 0.7580
High 0.7615 0.7647 0.0032 0.4% 0.7782
Low 0.7579 0.7633 0.0054 0.7% 0.7580
Close 0.7605 0.7634 0.0029 0.4% 0.7680
Range 0.0036 0.0014 -0.0022 -61.1% 0.0202
ATR 0.0067 0.0065 -0.0002 -2.7% 0.0000
Volume 10 5 -5 -50.0% 185
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7680 0.7671 0.7642
R3 0.7666 0.7657 0.7638
R2 0.7652 0.7652 0.7637
R1 0.7643 0.7643 0.7635 0.7648
PP 0.7638 0.7638 0.7638 0.7640
S1 0.7629 0.7629 0.7633 0.7634
S2 0.7624 0.7624 0.7631
S3 0.7610 0.7615 0.7630
S4 0.7596 0.7601 0.7626
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% 0.0048 0.6% 27% False False 11
10 0.7782 0.7532 0.0250 3.3% 0.0043 0.6% 41% False False 32
20 0.7782 0.7469 0.0313 4.1% 0.0053 0.7% 53% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7684
1.618 0.7670
1.000 0.7661
0.618 0.7656
HIGH 0.7647
0.618 0.7642
0.500 0.7640
0.382 0.7638
LOW 0.7633
0.618 0.7624
1.000 0.7619
1.618 0.7610
2.618 0.7596
4.250 0.7573
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 0.7640 0.7633
PP 0.7638 0.7632
S1 0.7636 0.7632

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

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