CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 0.7882 0.7914 0.0032 0.4% 0.7745
High 0.7939 0.7917 -0.0022 -0.3% 0.7846
Low 0.7878 0.7848 -0.0030 -0.4% 0.7735
Close 0.7920 0.7860 -0.0060 -0.8% 0.7791
Range 0.0061 0.0069 0.0008 13.1% 0.0111
ATR 0.0069 0.0069 0.0000 0.3% 0.0000
Volume 109 118 9 8.3% 327
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8082 0.8040 0.7898
R3 0.8013 0.7971 0.7879
R2 0.7944 0.7944 0.7873
R1 0.7902 0.7902 0.7866 0.7889
PP 0.7875 0.7875 0.7875 0.7868
S1 0.7833 0.7833 0.7854 0.7820
S2 0.7806 0.7806 0.7847
S3 0.7737 0.7764 0.7841
S4 0.7668 0.7695 0.7822
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 0.7939 0.7702 0.0237 3.0% 0.0076 1.0% 67% False False 83
10 0.7939 0.7675 0.0264 3.4% 0.0062 0.8% 70% False False 73
20 0.7939 0.7532 0.0407 5.2% 0.0052 0.7% 81% False False 50
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8210
2.618 0.8098
1.618 0.8029
1.000 0.7986
0.618 0.7960
HIGH 0.7917
0.618 0.7891
0.500 0.7883
0.382 0.7874
LOW 0.7848
0.618 0.7805
1.000 0.7779
1.618 0.7736
2.618 0.7667
4.250 0.7555
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 0.7883 0.7881
PP 0.7875 0.7874
S1 0.7868 0.7867

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

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