CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 0.7724 0.7823 0.0099 1.3% 0.7745
High 0.7820 0.7921 0.0101 1.3% 0.7846
Low 0.7702 0.7823 0.0121 1.6% 0.7735
Close 0.7810 0.7912 0.0102 1.3% 0.7791
Range 0.0118 0.0098 -0.0020 -16.9% 0.0111
ATR 0.0067 0.0070 0.0003 4.7% 0.0000
Volume 44 90 46 104.5% 327
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8179 0.8144 0.7966
R3 0.8081 0.8046 0.7939
R2 0.7983 0.7983 0.7930
R1 0.7948 0.7948 0.7921 0.7966
PP 0.7885 0.7885 0.7885 0.7894
S1 0.7850 0.7850 0.7903 0.7868
S2 0.7787 0.7787 0.7894
S3 0.7689 0.7752 0.7885
S4 0.7591 0.7654 0.7858
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 0.7921 0.7702 0.0219 2.8% 0.0067 0.8% 96% True False 75
10 0.7921 0.7598 0.0323 4.1% 0.0051 0.6% 97% True False 51
20 0.7921 0.7532 0.0389 4.9% 0.0049 0.6% 98% True False 43
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8338
2.618 0.8178
1.618 0.8080
1.000 0.8019
0.618 0.7982
HIGH 0.7921
0.618 0.7884
0.500 0.7872
0.382 0.7860
LOW 0.7823
0.618 0.7762
1.000 0.7725
1.618 0.7664
2.618 0.7566
4.250 0.7407
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 0.7899 0.7879
PP 0.7885 0.7845
S1 0.7872 0.7812

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

View Archives - Comment on this page... - Back to Index of Symbols