CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 0.7803 0.7760 -0.0043 -0.6% 0.7745
High 0.7815 0.7795 -0.0020 -0.3% 0.7846
Low 0.7755 0.7760 0.0005 0.1% 0.7735
Close 0.7783 0.7791 0.0008 0.1% 0.7791
Range 0.0060 0.0035 -0.0025 -41.7% 0.0111
ATR 0.0065 0.0063 -0.0002 -3.3% 0.0000
Volume 122 54 -68 -55.7% 327
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7887 0.7874 0.7810
R3 0.7852 0.7839 0.7801
R2 0.7817 0.7817 0.7797
R1 0.7804 0.7804 0.7794 0.7811
PP 0.7782 0.7782 0.7782 0.7785
S1 0.7769 0.7769 0.7788 0.7776
S2 0.7747 0.7747 0.7785
S3 0.7712 0.7734 0.7781
S4 0.7677 0.7699 0.7772
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8124 0.8068 0.7852
R3 0.8013 0.7957 0.7822
R2 0.7902 0.7902 0.7811
R1 0.7846 0.7846 0.7801 0.7874
PP 0.7791 0.7791 0.7791 0.7805
S1 0.7735 0.7735 0.7781 0.7763
S2 0.7680 0.7680 0.7771
S3 0.7569 0.7624 0.7760
S4 0.7458 0.7513 0.7730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7846 0.7735 0.0111 1.4% 0.0049 0.6% 50% False False 65
10 0.7846 0.7579 0.0267 3.4% 0.0036 0.5% 79% False False 39
20 0.7846 0.7532 0.0314 4.0% 0.0041 0.5% 82% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7944
2.618 0.7887
1.618 0.7852
1.000 0.7830
0.618 0.7817
HIGH 0.7795
0.618 0.7782
0.500 0.7778
0.382 0.7773
LOW 0.7760
0.618 0.7738
1.000 0.7725
1.618 0.7703
2.618 0.7668
4.250 0.7611
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 0.7787 0.7794
PP 0.7782 0.7793
S1 0.7778 0.7792

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

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