CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 0.7927 0.7955 0.0028 0.4% 0.7724
High 0.7952 0.7991 0.0039 0.5% 0.7939
Low 0.7905 0.7955 0.0050 0.6% 0.7702
Close 0.7925 0.7985 0.0060 0.8% 0.7886
Range 0.0047 0.0036 -0.0011 -23.4% 0.0237
ATR 0.0064 0.0064 0.0000 0.2% 0.0000
Volume 15 115 100 666.7% 704
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8085 0.8071 0.8005
R3 0.8049 0.8035 0.7995
R2 0.8013 0.8013 0.7992
R1 0.7999 0.7999 0.7988 0.8006
PP 0.7977 0.7977 0.7977 0.7981
S1 0.7963 0.7963 0.7982 0.7970
S2 0.7941 0.7941 0.7978
S3 0.7905 0.7927 0.7975
S4 0.7869 0.7891 0.7965
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 0.7991 0.7860 0.0131 1.6% 0.0042 0.5% 95% True False 119
10 0.7991 0.7702 0.0289 3.6% 0.0059 0.7% 98% True False 101
20 0.7991 0.7579 0.0412 5.2% 0.0050 0.6% 99% True False 68
40 0.7991 0.7452 0.0539 6.8% 0.0051 0.6% 99% True False 56
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8144
2.618 0.8085
1.618 0.8049
1.000 0.8027
0.618 0.8013
HIGH 0.7991
0.618 0.7977
0.500 0.7973
0.382 0.7969
LOW 0.7955
0.618 0.7933
1.000 0.7919
1.618 0.7897
2.618 0.7861
4.250 0.7802
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 0.7981 0.7965
PP 0.7977 0.7945
S1 0.7973 0.7926

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

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