CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 0.7833 0.7803 -0.0030 -0.4% 0.7673
High 0.7833 0.7815 -0.0018 -0.2% 0.7706
Low 0.7808 0.7755 -0.0053 -0.7% 0.7579
Close 0.7808 0.7783 -0.0025 -0.3% 0.7702
Range 0.0025 0.0060 0.0035 140.0% 0.0127
ATR 0.0065 0.0065 0.0000 -0.6% 0.0000
Volume 69 122 53 76.8% 68
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7964 0.7934 0.7816
R3 0.7904 0.7874 0.7799
R2 0.7844 0.7844 0.7794
R1 0.7814 0.7814 0.7788 0.7799
PP 0.7784 0.7784 0.7784 0.7777
S1 0.7754 0.7754 0.7778 0.7739
S2 0.7724 0.7724 0.7772
S3 0.7664 0.7694 0.7767
S4 0.7604 0.7634 0.7750
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 0.7675 0.0171 2.2% 0.0048 0.6% 63% False False 63
10 0.7846 0.7579 0.0267 3.4% 0.0041 0.5% 76% False False 35
20 0.7846 0.7532 0.0314 4.0% 0.0043 0.6% 80% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8070
2.618 0.7972
1.618 0.7912
1.000 0.7875
0.618 0.7852
HIGH 0.7815
0.618 0.7792
0.500 0.7785
0.382 0.7778
LOW 0.7755
0.618 0.7718
1.000 0.7695
1.618 0.7658
2.618 0.7598
4.250 0.7500
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 0.7785 0.7798
PP 0.7784 0.7793
S1 0.7784 0.7788

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

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