CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 0.7170 0.7188 0.0018 0.3% 0.7285
High 0.7175 0.7188 0.0013 0.2% 0.7289
Low 0.7170 0.7188 0.0018 0.3% 0.7170
Close 0.7171 0.7188 0.0017 0.2% 0.7188
Range 0.0005 0.0000 -0.0005 -100.0% 0.0119
ATR 0.0032 0.0031 -0.0001 -3.4% 0.0000
Volume 8 0 -8 -100.0% 11
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7188 0.7188 0.7188
R3 0.7188 0.7188 0.7188
R2 0.7188 0.7188 0.7188
R1 0.7188 0.7188 0.7188 0.7188
PP 0.7188 0.7188 0.7188 0.7188
S1 0.7188 0.7188 0.7188 0.7188
S2 0.7188 0.7188 0.7188
S3 0.7188 0.7188 0.7188
S4 0.7188 0.7188 0.7188
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7573 0.7499 0.7253
R3 0.7454 0.7380 0.7221
R2 0.7335 0.7335 0.7210
R1 0.7261 0.7261 0.7199 0.7239
PP 0.7216 0.7216 0.7216 0.7204
S1 0.7142 0.7142 0.7177 0.7119
S2 0.7097 0.7097 0.7166
S3 0.6978 0.7023 0.7155
S4 0.6859 0.6904 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7289 0.7170 0.0119 1.7% 0.0004 0.1% 15% False False 2
10 0.7430 0.7170 0.0260 3.6% 0.0013 0.2% 7% False False 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7188
2.618 0.7188
1.618 0.7188
1.000 0.7188
0.618 0.7188
HIGH 0.7188
0.618 0.7188
0.500 0.7188
0.382 0.7188
LOW 0.7188
0.618 0.7188
1.000 0.7188
1.618 0.7188
2.618 0.7188
4.250 0.7188
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 0.7188 0.7220
PP 0.7188 0.7209
S1 0.7188 0.7199

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

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