CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 0.7911 0.7927 0.0016 0.2% 0.7724
High 0.7931 0.7952 0.0021 0.3% 0.7939
Low 0.7860 0.7905 0.0045 0.6% 0.7702
Close 0.7924 0.7925 0.0001 0.0% 0.7886
Range 0.0071 0.0047 -0.0024 -33.8% 0.0237
ATR 0.0065 0.0064 -0.0001 -2.0% 0.0000
Volume 37 15 -22 -59.5% 704
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8068 0.8044 0.7951
R3 0.8021 0.7997 0.7938
R2 0.7974 0.7974 0.7934
R1 0.7950 0.7950 0.7929 0.7939
PP 0.7927 0.7927 0.7927 0.7922
S1 0.7903 0.7903 0.7921 0.7892
S2 0.7880 0.7880 0.7916
S3 0.7833 0.7856 0.7912
S4 0.7786 0.7809 0.7899
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 0.7952 0.7848 0.0104 1.3% 0.0049 0.6% 74% True False 120
10 0.7952 0.7702 0.0250 3.2% 0.0062 0.8% 89% True False 102
20 0.7952 0.7579 0.0373 4.7% 0.0052 0.7% 93% True False 63
40 0.7952 0.7421 0.0531 6.7% 0.0050 0.6% 95% True False 54
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8152
2.618 0.8075
1.618 0.8028
1.000 0.7999
0.618 0.7981
HIGH 0.7952
0.618 0.7934
0.500 0.7929
0.382 0.7923
LOW 0.7905
0.618 0.7876
1.000 0.7858
1.618 0.7829
2.618 0.7782
4.250 0.7705
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 0.7929 0.7919
PP 0.7927 0.7912
S1 0.7926 0.7906

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

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