CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 0.7772 0.7751 -0.0021 -0.3% 0.7741
High 0.7772 0.7762 -0.0010 -0.1% 0.7825
Low 0.7720 0.7742 0.0022 0.3% 0.7687
Close 0.7731 0.7754 0.0023 0.3% 0.7731
Range 0.0052 0.0020 -0.0032 -61.5% 0.0138
ATR 0.0062 0.0060 -0.0002 -3.6% 0.0000
Volume 89 31 -58 -65.2% 896
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 0.7813 0.7803 0.7765
R3 0.7793 0.7783 0.7760
R2 0.7773 0.7773 0.7758
R1 0.7763 0.7763 0.7756 0.7768
PP 0.7753 0.7753 0.7753 0.7755
S1 0.7743 0.7743 0.7752 0.7748
S2 0.7733 0.7733 0.7750
S3 0.7713 0.7723 0.7748
S4 0.7693 0.7703 0.7743
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.8162 0.8084 0.7807
R3 0.8024 0.7946 0.7769
R2 0.7886 0.7886 0.7756
R1 0.7808 0.7808 0.7744 0.7778
PP 0.7748 0.7748 0.7748 0.7733
S1 0.7670 0.7670 0.7718 0.7640
S2 0.7610 0.7610 0.7706
S3 0.7472 0.7532 0.7693
S4 0.7334 0.7394 0.7655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7825 0.7710 0.0115 1.5% 0.0046 0.6% 38% False False 166
10 0.7980 0.7687 0.0293 3.8% 0.0059 0.8% 23% False False 141
20 0.8000 0.7687 0.0313 4.0% 0.0055 0.7% 21% False False 118
40 0.8000 0.7532 0.0468 6.0% 0.0049 0.6% 47% False False 79
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7847
2.618 0.7814
1.618 0.7794
1.000 0.7782
0.618 0.7774
HIGH 0.7762
0.618 0.7754
0.500 0.7752
0.382 0.7750
LOW 0.7742
0.618 0.7730
1.000 0.7722
1.618 0.7710
2.618 0.7690
4.250 0.7657
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 0.7753 0.7773
PP 0.7753 0.7766
S1 0.7752 0.7760

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

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