CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 0.7871 0.7795 -0.0076 -1.0% 0.7895
High 0.7871 0.7822 -0.0049 -0.6% 0.8000
Low 0.7765 0.7776 0.0011 0.1% 0.7860
Close 0.7776 0.7776 0.0000 0.0% 0.7974
Range 0.0106 0.0046 -0.0060 -56.6% 0.0140
ATR 0.0067 0.0065 -0.0001 -2.2% 0.0000
Volume 117 72 -45 -38.5% 283
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 0.7929 0.7899 0.7801
R3 0.7883 0.7853 0.7789
R2 0.7837 0.7837 0.7784
R1 0.7807 0.7807 0.7780 0.7799
PP 0.7791 0.7791 0.7791 0.7788
S1 0.7761 0.7761 0.7772 0.7753
S2 0.7745 0.7745 0.7768
S3 0.7699 0.7715 0.7763
S4 0.7653 0.7669 0.7751
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% 0.0067 0.9% 5% False False 76
10 0.8000 0.7765 0.0235 3.0% 0.0055 0.7% 5% False False 98
20 0.8000 0.7675 0.0325 4.2% 0.0058 0.7% 31% False False 85
40 0.8000 0.7469 0.0531 6.8% 0.0054 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 True
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 0.8018
2.618 0.7942
1.618 0.7896
1.000 0.7868
0.618 0.7850
HIGH 0.7822
0.618 0.7804
0.500 0.7799
0.382 0.7794
LOW 0.7776
0.618 0.7748
1.000 0.7730
1.618 0.7702
2.618 0.7656
4.250 0.7581
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 0.7799 0.7873
PP 0.7791 0.7840
S1 0.7784 0.7808

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

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