CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 0.7640 0.7600 -0.0040 -0.5% 0.7751
High 0.7642 0.7619 -0.0023 -0.3% 0.7781
Low 0.7600 0.7600 0.0000 0.0% 0.7600
Close 0.7615 0.7616 0.0001 0.0% 0.7615
Range 0.0042 0.0019 -0.0023 -54.8% 0.0181
ATR 0.0062 0.0059 -0.0003 -5.0% 0.0000
Volume 27 33 6 22.2% 500
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 0.7669 0.7661 0.7626
R3 0.7650 0.7642 0.7621
R2 0.7631 0.7631 0.7619
R1 0.7623 0.7623 0.7618 0.7627
PP 0.7612 0.7612 0.7612 0.7614
S1 0.7604 0.7604 0.7614 0.7608
S2 0.7593 0.7593 0.7613
S3 0.7574 0.7585 0.7611
S4 0.7555 0.7566 0.7606
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% 9% False True 100
10 0.7825 0.7600 0.0225 3.0% 0.0048 0.6% 7% False True 133
20 0.8000 0.7600 0.0400 5.3% 0.0053 0.7% 4% False True 106
40 0.8000 0.7579 0.0421 5.5% 0.0053 0.7% 9% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7700
2.618 0.7669
1.618 0.7650
1.000 0.7638
0.618 0.7631
HIGH 0.7619
0.618 0.7612
0.500 0.7610
0.382 0.7607
LOW 0.7600
0.618 0.7588
1.000 0.7581
1.618 0.7569
2.618 0.7550
4.250 0.7519
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 0.7614 0.7635
PP 0.7612 0.7629
S1 0.7610 0.7622

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

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