CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 0.7750 0.7833 0.0083 1.1% 0.7673
High 0.7846 0.7833 -0.0013 -0.2% 0.7706
Low 0.7750 0.7808 0.0058 0.7% 0.7579
Close 0.7846 0.7808 -0.0038 -0.5% 0.7702
Range 0.0096 0.0025 -0.0071 -74.0% 0.0127
ATR 0.0067 0.0065 -0.0002 -3.1% 0.0000
Volume 19 69 50 263.2% 68
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7891 0.7875 0.7822
R3 0.7866 0.7850 0.7815
R2 0.7841 0.7841 0.7813
R1 0.7825 0.7825 0.7810 0.7821
PP 0.7816 0.7816 0.7816 0.7814
S1 0.7800 0.7800 0.7806 0.7796
S2 0.7791 0.7791 0.7803
S3 0.7766 0.7775 0.7801
S4 0.7741 0.7750 0.7794
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% 0.0037 0.5% 85% False False 39
10 0.7846 0.7579 0.0267 3.4% 0.0043 0.5% 86% False False 25
20 0.7846 0.7488 0.0358 4.6% 0.0047 0.6% 89% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7939
2.618 0.7898
1.618 0.7873
1.000 0.7858
0.618 0.7848
HIGH 0.7833
0.618 0.7823
0.500 0.7821
0.382 0.7818
LOW 0.7808
0.618 0.7793
1.000 0.7783
1.618 0.7768
2.618 0.7743
4.250 0.7702
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 0.7821 0.7802
PP 0.7816 0.7796
S1 0.7812 0.7791

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

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