CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 0.7748 0.7782 0.0034 0.4% 0.7983
High 0.7796 0.7825 0.0029 0.4% 0.7988
Low 0.7732 0.7769 0.0037 0.5% 0.7732
Close 0.7789 0.7800 0.0011 0.1% 0.7732
Range 0.0064 0.0056 -0.0008 -12.5% 0.0256
ATR 0.0061 0.0061 0.0000 -0.6% 0.0000
Volume 237 214 -23 -9.7% 508
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 0.7966 0.7939 0.7831
R3 0.7910 0.7883 0.7815
R2 0.7854 0.7854 0.7810
R1 0.7827 0.7827 0.7805 0.7840
PP 0.7798 0.7798 0.7798 0.7805
S1 0.7771 0.7771 0.7795 0.7785
S2 0.7742 0.7742 0.7790
S3 0.7686 0.7715 0.7785
S4 0.7630 0.7659 0.7769
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 0.7825 0.7687 0.0138 1.8% 0.0050 0.6% 82% True False 191
10 0.8000 0.7687 0.0313 4.0% 0.0058 0.7% 36% False False 134
20 0.8000 0.7687 0.0313 4.0% 0.0059 0.8% 36% False False 117
40 0.8000 0.7532 0.0468 6.0% 0.0051 0.7% 57% False False 77
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8063
2.618 0.7972
1.618 0.7916
1.000 0.7881
0.618 0.7860
HIGH 0.7825
0.618 0.7804
0.500 0.7797
0.382 0.7790
LOW 0.7769
0.618 0.7734
1.000 0.7713
1.618 0.7678
2.618 0.7622
4.250 0.7531
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 0.7799 0.7789
PP 0.7798 0.7778
S1 0.7797 0.7768

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

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