CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 0.7670 0.7640 -0.0030 -0.4% 0.7751
High 0.7670 0.7642 -0.0028 -0.4% 0.7781
Low 0.7606 0.7600 -0.0006 -0.1% 0.7600
Close 0.7638 0.7615 -0.0023 -0.3% 0.7615
Range 0.0064 0.0042 -0.0022 -34.4% 0.0181
ATR 0.0064 0.0062 -0.0002 -2.4% 0.0000
Volume 209 27 -182 -87.1% 500
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.7745 0.7722 0.7638
R3 0.7703 0.7680 0.7627
R2 0.7661 0.7661 0.7623
R1 0.7638 0.7638 0.7619 0.7629
PP 0.7619 0.7619 0.7619 0.7614
S1 0.7596 0.7596 0.7611 0.7587
S2 0.7577 0.7577 0.7607
S3 0.7535 0.7554 0.7603
S4 0.7493 0.7512 0.7592
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.8208 0.8093 0.7715
R3 0.8027 0.7912 0.7665
R2 0.7846 0.7846 0.7648
R1 0.7731 0.7731 0.7632 0.7698
PP 0.7665 0.7665 0.7665 0.7649
S1 0.7550 0.7550 0.7598 0.7517
S2 0.7484 0.7484 0.7582
S3 0.7303 0.7369 0.7565
S4 0.7122 0.7188 0.7515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7781 0.7600 0.0181 2.4% 0.0051 0.7% 8% False True 100
10 0.7825 0.7600 0.0225 3.0% 0.0052 0.7% 7% False True 139
20 0.8000 0.7600 0.0400 5.3% 0.0053 0.7% 4% False True 109
40 0.8000 0.7579 0.0421 5.5% 0.0053 0.7% 9% False False 86
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7820
2.618 0.7752
1.618 0.7710
1.000 0.7684
0.618 0.7668
HIGH 0.7642
0.618 0.7626
0.500 0.7621
0.382 0.7616
LOW 0.7600
0.618 0.7574
1.000 0.7558
1.618 0.7532
2.618 0.7490
4.250 0.7422
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 0.7621 0.7675
PP 0.7619 0.7655
S1 0.7617 0.7635

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

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