CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 0.7741 0.7710 -0.0031 -0.4% 0.7983
High 0.7741 0.7746 0.0005 0.1% 0.7988
Low 0.7687 0.7710 0.0023 0.3% 0.7732
Close 0.7714 0.7738 0.0024 0.3% 0.7732
Range 0.0054 0.0036 -0.0018 -33.3% 0.0256
ATR 0.0063 0.0061 -0.0002 -3.1% 0.0000
Volume 95 261 166 174.7% 508
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 0.7839 0.7825 0.7758
R3 0.7803 0.7789 0.7748
R2 0.7767 0.7767 0.7745
R1 0.7753 0.7753 0.7741 0.7760
PP 0.7731 0.7731 0.7731 0.7735
S1 0.7717 0.7717 0.7735 0.7724
S2 0.7695 0.7695 0.7731
S3 0.7659 0.7681 0.7728
S4 0.7623 0.7645 0.7718
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 0.7871 0.7687 0.0184 2.4% 0.0056 0.7% 28% False False 139
10 0.8000 0.7687 0.0313 4.0% 0.0055 0.7% 16% False False 102
20 0.8000 0.7687 0.0313 4.0% 0.0057 0.7% 16% False False 104
40 0.8000 0.7479 0.0521 6.7% 0.0052 0.7% 50% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7899
2.618 0.7840
1.618 0.7804
1.000 0.7782
0.618 0.7768
HIGH 0.7746
0.618 0.7732
0.500 0.7728
0.382 0.7724
LOW 0.7710
0.618 0.7688
1.000 0.7674
1.618 0.7652
2.618 0.7616
4.250 0.7557
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 0.7735 0.7735
PP 0.7731 0.7732
S1 0.7728 0.7730

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

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