CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 0.7188 0.7189 0.0001 0.0% 0.7285
High 0.7188 0.7189 0.0001 0.0% 0.7289
Low 0.7188 0.7163 -0.0025 -0.3% 0.7170
Close 0.7188 0.7172 -0.0016 -0.2% 0.7188
Range 0.0000 0.0026 0.0026 0.0119
ATR 0.0031 0.0031 0.0000 -1.2% 0.0000
Volume 0 47 47 11
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7253 0.7238 0.7186
R3 0.7227 0.7212 0.7179
R2 0.7201 0.7201 0.7177
R1 0.7186 0.7186 0.7174 0.7181
PP 0.7175 0.7175 0.7175 0.7172
S1 0.7160 0.7160 0.7170 0.7154
S2 0.7149 0.7149 0.7167
S3 0.7123 0.7134 0.7165
S4 0.7097 0.7108 0.7158
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 0.7163 0.0126 1.8% 0.0009 0.1% 7% False True 11
10 0.7400 0.7163 0.0237 3.3% 0.0013 0.2% 4% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7300
2.618 0.7257
1.618 0.7231
1.000 0.7215
0.618 0.7205
HIGH 0.7189
0.618 0.7179
0.500 0.7176
0.382 0.7173
LOW 0.7163
0.618 0.7147
1.000 0.7137
1.618 0.7121
2.618 0.7095
4.250 0.7052
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 0.7176 0.7176
PP 0.7175 0.7175
S1 0.7173 0.7173

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

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