CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 0.7914 0.7903 -0.0011 -0.1% 0.7724
High 0.7917 0.7919 0.0002 0.0% 0.7939
Low 0.7848 0.7878 0.0030 0.4% 0.7702
Close 0.7860 0.7886 0.0026 0.3% 0.7886
Range 0.0069 0.0041 -0.0028 -40.6% 0.0237
ATR 0.0069 0.0069 -0.0001 -1.1% 0.0000
Volume 118 343 225 190.7% 704
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8017 0.7993 0.7909
R3 0.7976 0.7952 0.7897
R2 0.7935 0.7935 0.7894
R1 0.7911 0.7911 0.7890 0.7903
PP 0.7894 0.7894 0.7894 0.7890
S1 0.7870 0.7870 0.7882 0.7862
S2 0.7853 0.7853 0.7878
S3 0.7812 0.7829 0.7875
S4 0.7771 0.7788 0.7863
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8553 0.8457 0.8016
R3 0.8316 0.8220 0.7951
R2 0.8079 0.8079 0.7929
R1 0.7983 0.7983 0.7908 0.8031
PP 0.7842 0.7842 0.7842 0.7867
S1 0.7746 0.7746 0.7864 0.7794
S2 0.7605 0.7605 0.7843
S3 0.7368 0.7509 0.7821
S4 0.7131 0.7272 0.7756
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% 0.0077 1.0% 78% False False 140
10 0.7939 0.7702 0.0237 3.0% 0.0063 0.8% 78% False False 103
20 0.7939 0.7579 0.0360 4.6% 0.0053 0.7% 85% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8093
2.618 0.8026
1.618 0.7985
1.000 0.7960
0.618 0.7944
HIGH 0.7919
0.618 0.7903
0.500 0.7899
0.382 0.7894
LOW 0.7878
0.618 0.7853
1.000 0.7837
1.618 0.7812
2.618 0.7771
4.250 0.7704
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 0.7899 0.7894
PP 0.7894 0.7891
S1 0.7890 0.7889

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

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