CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 0.7992 0.7983 -0.0009 -0.1% 0.7895
High 0.8000 0.7988 -0.0012 -0.1% 0.8000
Low 0.7955 0.7970 0.0015 0.2% 0.7860
Close 0.7974 0.7970 -0.0004 -0.1% 0.7974
Range 0.0045 0.0018 -0.0027 -60.0% 0.0140
ATR 0.0063 0.0060 -0.0003 -5.1% 0.0000
Volume 28 20 -8 -28.6% 283
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 0.8030 0.8018 0.7980
R3 0.8012 0.8000 0.7975
R2 0.7994 0.7994 0.7973
R1 0.7982 0.7982 0.7972 0.7979
PP 0.7976 0.7976 0.7976 0.7975
S1 0.7964 0.7964 0.7968 0.7961
S2 0.7958 0.7958 0.7967
S3 0.7940 0.7946 0.7965
S4 0.7922 0.7928 0.7960
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% 79% False False 43
10 0.8000 0.7823 0.0177 2.2% 0.0050 0.6% 83% False False 96
20 0.8000 0.7579 0.0421 5.3% 0.0048 0.6% 93% False False 69
40 0.8000 0.7469 0.0531 6.7% 0.0051 0.6% 94% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8065
2.618 0.8035
1.618 0.8017
1.000 0.8006
0.618 0.7999
HIGH 0.7988
0.618 0.7981
0.500 0.7979
0.382 0.7977
LOW 0.7970
0.618 0.7959
1.000 0.7952
1.618 0.7941
2.618 0.7923
4.250 0.7894
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 0.7979 0.7978
PP 0.7976 0.7975
S1 0.7973 0.7973

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

View Archives - Comment on this page... - Back to Index of Symbols