CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 0.7756 0.7741 -0.0015 -0.2% 0.7983
High 0.7772 0.7741 -0.0031 -0.4% 0.7988
Low 0.7732 0.7687 -0.0045 -0.6% 0.7732
Close 0.7732 0.7714 -0.0018 -0.2% 0.7732
Range 0.0040 0.0054 0.0014 35.0% 0.0256
ATR 0.0064 0.0063 -0.0001 -1.1% 0.0000
Volume 152 95 -57 -37.5% 508
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 0.7876 0.7849 0.7744
R3 0.7822 0.7795 0.7729
R2 0.7768 0.7768 0.7724
R1 0.7741 0.7741 0.7719 0.7728
PP 0.7714 0.7714 0.7714 0.7707
S1 0.7687 0.7687 0.7709 0.7674
S2 0.7660 0.7660 0.7704
S3 0.7606 0.7633 0.7699
S4 0.7552 0.7579 0.7684
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 0.7980 0.7687 0.0293 3.8% 0.0073 0.9% 9% False True 116
10 0.8000 0.7687 0.0313 4.1% 0.0058 0.8% 9% False True 79
20 0.8000 0.7687 0.0313 4.1% 0.0060 0.8% 9% False True 92
40 0.8000 0.7479 0.0521 6.8% 0.0052 0.7% 45% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7970
2.618 0.7882
1.618 0.7828
1.000 0.7795
0.618 0.7774
HIGH 0.7741
0.618 0.7720
0.500 0.7714
0.382 0.7708
LOW 0.7687
0.618 0.7654
1.000 0.7633
1.618 0.7600
2.618 0.7546
4.250 0.7458
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 0.7714 0.7755
PP 0.7714 0.7741
S1 0.7714 0.7728

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

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