CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 0.7745 0.7750 0.0005 0.1% 0.7673
High 0.7762 0.7846 0.0084 1.1% 0.7706
Low 0.7735 0.7750 0.0015 0.2% 0.7579
Close 0.7762 0.7846 0.0084 1.1% 0.7702
Range 0.0027 0.0096 0.0069 255.5% 0.0127
ATR 0.0065 0.0067 0.0002 3.4% 0.0000
Volume 63 19 -44 -69.8% 68
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8102 0.8070 0.7899
R3 0.8006 0.7974 0.7872
R2 0.7910 0.7910 0.7864
R1 0.7878 0.7878 0.7855 0.7894
PP 0.7814 0.7814 0.7814 0.7822
S1 0.7782 0.7782 0.7837 0.7798
S2 0.7718 0.7718 0.7828
S3 0.7622 0.7686 0.7820
S4 0.7526 0.7590 0.7793
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 0.7846 0.7598 0.0248 3.2% 0.0035 0.4% 100% True False 26
10 0.7846 0.7579 0.0267 3.4% 0.0045 0.6% 100% True False 27
20 0.7846 0.7479 0.0367 4.7% 0.0048 0.6% 100% True False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8254
2.618 0.8097
1.618 0.8001
1.000 0.7942
0.618 0.7905
HIGH 0.7846
0.618 0.7809
0.500 0.7798
0.382 0.7787
LOW 0.7750
0.618 0.7691
1.000 0.7654
1.618 0.7595
2.618 0.7499
4.250 0.7342
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 0.7830 0.7818
PP 0.7814 0.7789
S1 0.7798 0.7761

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

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