CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 0.7633 0.7598 -0.0035 -0.5% 0.7580
High 0.7647 0.7606 -0.0041 -0.5% 0.7782
Low 0.7633 0.7598 -0.0035 -0.5% 0.7580
Close 0.7634 0.7606 -0.0028 -0.4% 0.7680
Range 0.0014 0.0008 -0.0006 -42.9% 0.0202
ATR 0.0065 0.0063 -0.0002 -3.2% 0.0000
Volume 5 1 -4 -80.0% 185
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7627 0.7625 0.7610
R3 0.7619 0.7617 0.7608
R2 0.7611 0.7611 0.7607
R1 0.7609 0.7609 0.7607 0.7610
PP 0.7603 0.7603 0.7603 0.7604
S1 0.7601 0.7601 0.7605 0.7602
S2 0.7595 0.7595 0.7605
S3 0.7587 0.7593 0.7604
S4 0.7579 0.7585 0.7602
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 0.7710 0.7579 0.0131 1.7% 0.0034 0.4% 21% False False 8
10 0.7782 0.7532 0.0250 3.3% 0.0042 0.6% 30% False False 26
20 0.7782 0.7469 0.0313 4.1% 0.0049 0.6% 44% False False 31
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7640
2.618 0.7627
1.618 0.7619
1.000 0.7614
0.618 0.7611
HIGH 0.7606
0.618 0.7603
0.500 0.7602
0.382 0.7601
LOW 0.7598
0.618 0.7593
1.000 0.7590
1.618 0.7585
2.618 0.7577
4.250 0.7564
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 0.7605 0.7613
PP 0.7603 0.7611
S1 0.7602 0.7608

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

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