CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 0.7268 0.7170 -0.0098 -1.3% 0.7430
High 0.7270 0.7175 -0.0095 -1.3% 0.7430
Low 0.7255 0.7170 -0.0085 -1.2% 0.7284
Close 0.7270 0.7171 -0.0099 -1.4% 0.7285
Range 0.0015 0.0005 -0.0010 -66.7% 0.0146
ATR 0.0000 0.0032 0.0032 0.0000
Volume 3 8 5 166.7% 92
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7187 0.7184 0.7174
R3 0.7182 0.7179 0.7172
R2 0.7177 0.7177 0.7172
R1 0.7174 0.7174 0.7171 0.7176
PP 0.7172 0.7172 0.7172 0.7173
S1 0.7169 0.7169 0.7171 0.7171
S2 0.7167 0.7167 0.7170
S3 0.7162 0.7164 0.7170
S4 0.7157 0.7159 0.7168
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7771 0.7674 0.7365
R3 0.7625 0.7528 0.7325
R2 0.7479 0.7479 0.7312
R1 0.7382 0.7382 0.7298 0.7358
PP 0.7333 0.7333 0.7333 0.7321
S1 0.7236 0.7236 0.7272 0.7212
S2 0.7187 0.7187 0.7258
S3 0.7041 0.7090 0.7245
S4 0.6895 0.6944 0.7205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7325 0.7170 0.0155 2.2% 0.0012 0.2% 1% False True 11
10 0.7478 0.7170 0.0308 4.3% 0.0013 0.2% 0% False True 10
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7196
2.618 0.7188
1.618 0.7183
1.000 0.7180
0.618 0.7178
HIGH 0.7175
0.618 0.7173
0.500 0.7173
0.382 0.7172
LOW 0.7170
0.618 0.7167
1.000 0.7165
1.618 0.7162
2.618 0.7157
4.250 0.7149
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 0.7173 0.7230
PP 0.7172 0.7210
S1 0.7172 0.7191

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

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