CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 0.7980 0.7871 -0.0109 -1.4% 0.7895
High 0.7980 0.7871 -0.0109 -1.4% 0.8000
Low 0.7860 0.7765 -0.0095 -1.2% 0.7860
Close 0.7860 0.7776 -0.0084 -1.1% 0.7974
Range 0.0120 0.0106 -0.0014 -11.7% 0.0140
ATR 0.0064 0.0067 0.0003 4.7% 0.0000
Volume 147 117 -30 -20.4% 283
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 0.8122 0.8055 0.7834
R3 0.8016 0.7949 0.7805
R2 0.7910 0.7910 0.7795
R1 0.7843 0.7843 0.7786 0.7824
PP 0.7804 0.7804 0.7804 0.7794
S1 0.7737 0.7737 0.7766 0.7718
S2 0.7698 0.7698 0.7757
S3 0.7592 0.7631 0.7747
S4 0.7486 0.7525 0.7718
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 0.7765 0.0235 3.0% 0.0065 0.8% 5% False True 85
10 0.8000 0.7765 0.0235 3.0% 0.0057 0.7% 5% False True 102
20 0.8000 0.7598 0.0402 5.2% 0.0056 0.7% 44% False False 82
40 0.8000 0.7469 0.0531 6.8% 0.0055 0.7% 58% False False 58
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8322
2.618 0.8149
1.618 0.8043
1.000 0.7977
0.618 0.7937
HIGH 0.7871
0.618 0.7831
0.500 0.7818
0.382 0.7805
LOW 0.7765
0.618 0.7699
1.000 0.7659
1.618 0.7593
2.618 0.7487
4.250 0.7315
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 0.7818 0.7877
PP 0.7804 0.7843
S1 0.7790 0.7810

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

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