CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 0.7675 0.7745 0.0070 0.9% 0.7673
High 0.7706 0.7762 0.0056 0.7% 0.7706
Low 0.7675 0.7735 0.0060 0.8% 0.7579
Close 0.7702 0.7762 0.0060 0.8% 0.7702
Range 0.0031 0.0027 -0.0004 -12.9% 0.0127
ATR 0.0066 0.0065 0.0000 -0.6% 0.0000
Volume 44 63 19 43.2% 68
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7834 0.7825 0.7777
R3 0.7807 0.7798 0.7769
R2 0.7780 0.7780 0.7767
R1 0.7771 0.7771 0.7764 0.7776
PP 0.7753 0.7753 0.7753 0.7755
S1 0.7744 0.7744 0.7760 0.7749
S2 0.7726 0.7726 0.7757
S3 0.7699 0.7717 0.7755
S4 0.7672 0.7690 0.7747
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8043 0.8000 0.7772
R3 0.7916 0.7873 0.7737
R2 0.7789 0.7789 0.7725
R1 0.7746 0.7746 0.7714 0.7768
PP 0.7662 0.7662 0.7662 0.7673
S1 0.7619 0.7619 0.7690 0.7641
S2 0.7535 0.7535 0.7679
S3 0.7408 0.7492 0.7667
S4 0.7281 0.7365 0.7632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7762 0.7579 0.0183 2.4% 0.0023 0.3% 100% True False 24
10 0.7782 0.7579 0.0203 2.6% 0.0043 0.6% 90% False False 30
20 0.7782 0.7479 0.0303 3.9% 0.0045 0.6% 93% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7877
2.618 0.7833
1.618 0.7806
1.000 0.7789
0.618 0.7779
HIGH 0.7762
0.618 0.7752
0.500 0.7749
0.382 0.7745
LOW 0.7735
0.618 0.7718
1.000 0.7708
1.618 0.7691
2.618 0.7664
4.250 0.7620
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 0.7758 0.7735
PP 0.7753 0.7707
S1 0.7749 0.7680

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

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