CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 0.7955 0.7992 0.0037 0.5% 0.7895
High 0.7991 0.8000 0.0009 0.1% 0.8000
Low 0.7955 0.7955 0.0000 0.0% 0.7860
Close 0.7985 0.7974 -0.0011 -0.1% 0.7974
Range 0.0036 0.0045 0.0009 25.0% 0.0140
ATR 0.0064 0.0063 -0.0001 -2.1% 0.0000
Volume 115 28 -87 -75.7% 283
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8111 0.8088 0.7999
R3 0.8066 0.8043 0.7986
R2 0.8021 0.8021 0.7982
R1 0.7998 0.7998 0.7978 0.7987
PP 0.7976 0.7976 0.7976 0.7971
S1 0.7953 0.7953 0.7970 0.7942
S2 0.7931 0.7931 0.7966
S3 0.7886 0.7908 0.7962
S4 0.7841 0.7863 0.7949
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8365 0.8309 0.8051
R3 0.8225 0.8169 0.8013
R2 0.8085 0.8085 0.8000
R1 0.8029 0.8029 0.7987 0.8057
PP 0.7945 0.7945 0.7945 0.7959
S1 0.7889 0.7889 0.7961 0.7917
S2 0.7805 0.7805 0.7948
S3 0.7665 0.7749 0.7936
S4 0.7525 0.7609 0.7897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8000 0.7860 0.0140 1.8% 0.0043 0.5% 81% True False 56
10 0.8000 0.7702 0.0298 3.7% 0.0060 0.8% 91% True False 98
20 0.8000 0.7579 0.0421 5.3% 0.0048 0.6% 94% True False 69
40 0.8000 0.7469 0.0531 6.7% 0.0051 0.6% 95% True False 57
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8191
2.618 0.8118
1.618 0.8073
1.000 0.8045
0.618 0.8028
HIGH 0.8000
0.618 0.7983
0.500 0.7978
0.382 0.7972
LOW 0.7955
0.618 0.7927
1.000 0.7910
1.618 0.7882
2.618 0.7837
4.250 0.7764
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 0.7978 0.7967
PP 0.7976 0.7960
S1 0.7975 0.7953

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

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