CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 0.7983 0.7980 -0.0003 0.0% 0.7895
High 0.7988 0.7980 -0.0008 -0.1% 0.8000
Low 0.7970 0.7860 -0.0110 -1.4% 0.7860
Close 0.7970 0.7860 -0.0110 -1.4% 0.7974
Range 0.0018 0.0120 0.0102 566.7% 0.0140
ATR 0.0060 0.0064 0.0004 7.2% 0.0000
Volume 20 147 127 635.0% 283
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 0.8260 0.8180 0.7926
R3 0.8140 0.8060 0.7893
R2 0.8020 0.8020 0.7882
R1 0.7940 0.7940 0.7871 0.7920
PP 0.7900 0.7900 0.7900 0.7890
S1 0.7820 0.7820 0.7849 0.7800
S2 0.7780 0.7780 0.7838
S3 0.7660 0.7700 0.7827
S4 0.7540 0.7580 0.7794
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% 0.0053 0.7% 0% False True 65
10 0.8000 0.7848 0.0152 1.9% 0.0052 0.7% 8% False False 102
20 0.8000 0.7598 0.0402 5.1% 0.0052 0.7% 65% False False 76
40 0.8000 0.7469 0.0531 6.8% 0.0052 0.7% 74% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.8490
2.618 0.8294
1.618 0.8174
1.000 0.8100
0.618 0.8054
HIGH 0.7980
0.618 0.7934
0.500 0.7920
0.382 0.7906
LOW 0.7860
0.618 0.7786
1.000 0.7740
1.618 0.7666
2.618 0.7546
4.250 0.7350
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 0.7920 0.7930
PP 0.7900 0.7907
S1 0.7880 0.7883

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

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