CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 0.7795 0.7756 -0.0039 -0.5% 0.7983
High 0.7822 0.7772 -0.0050 -0.6% 0.7988
Low 0.7776 0.7732 -0.0044 -0.6% 0.7732
Close 0.7776 0.7732 -0.0044 -0.6% 0.7732
Range 0.0046 0.0040 -0.0006 -13.0% 0.0256
ATR 0.0065 0.0064 -0.0002 -2.3% 0.0000
Volume 72 152 80 111.1% 508
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.7865 0.7839 0.7754
R3 0.7825 0.7799 0.7743
R2 0.7785 0.7785 0.7739
R1 0.7759 0.7759 0.7736 0.7752
PP 0.7745 0.7745 0.7745 0.7742
S1 0.7719 0.7719 0.7728 0.7712
S2 0.7705 0.7705 0.7725
S3 0.7665 0.7679 0.7721
S4 0.7625 0.7639 0.7710
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8585 0.8415 0.7873
R3 0.8329 0.8159 0.7802
R2 0.8073 0.8073 0.7779
R1 0.7903 0.7903 0.7755 0.7860
PP 0.7817 0.7817 0.7817 0.7796
S1 0.7647 0.7647 0.7709 0.7604
S2 0.7561 0.7561 0.7685
S3 0.7305 0.7391 0.7662
S4 0.7049 0.7135 0.7591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7988 0.7732 0.0256 3.3% 0.0066 0.9% 0% False True 101
10 0.8000 0.7732 0.0268 3.5% 0.0054 0.7% 0% False True 79
20 0.8000 0.7702 0.0298 3.9% 0.0059 0.8% 10% False False 91
40 0.8000 0.7479 0.0521 6.7% 0.0053 0.7% 49% False False 61
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7942
2.618 0.7877
1.618 0.7837
1.000 0.7812
0.618 0.7797
HIGH 0.7772
0.618 0.7757
0.500 0.7752
0.382 0.7747
LOW 0.7732
0.618 0.7707
1.000 0.7692
1.618 0.7667
2.618 0.7627
4.250 0.7562
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 0.7752 0.7802
PP 0.7745 0.7778
S1 0.7739 0.7755

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

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