CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 0.7895 0.7911 0.0016 0.2% 0.7724
High 0.7895 0.7931 0.0036 0.5% 0.7939
Low 0.7880 0.7860 -0.0020 -0.3% 0.7702
Close 0.7884 0.7924 0.0040 0.5% 0.7886
Range 0.0015 0.0071 0.0056 373.3% 0.0237
ATR 0.0065 0.0065 0.0000 0.7% 0.0000
Volume 88 37 -51 -58.0% 704
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8118 0.8092 0.7963
R3 0.8047 0.8021 0.7944
R2 0.7976 0.7976 0.7937
R1 0.7950 0.7950 0.7931 0.7963
PP 0.7905 0.7905 0.7905 0.7912
S1 0.7879 0.7879 0.7917 0.7892
S2 0.7834 0.7834 0.7911
S3 0.7763 0.7808 0.7904
S4 0.7692 0.7737 0.7885
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 0.7848 0.0091 1.1% 0.0051 0.6% 84% False False 139
10 0.7939 0.7702 0.0237 3.0% 0.0059 0.7% 94% False False 107
20 0.7939 0.7579 0.0360 4.5% 0.0052 0.7% 96% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8233
2.618 0.8117
1.618 0.8046
1.000 0.8002
0.618 0.7975
HIGH 0.7931
0.618 0.7904
0.500 0.7896
0.382 0.7887
LOW 0.7860
0.618 0.7816
1.000 0.7789
1.618 0.7745
2.618 0.7674
4.250 0.7558
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 0.7915 0.7915
PP 0.7905 0.7905
S1 0.7896 0.7896

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

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