CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 0.7247 0.7240 -0.0007 -0.1% 0.7189
High 0.7247 0.7240 -0.0007 -0.1% 0.7229
Low 0.7247 0.7199 -0.0048 -0.7% 0.7163
Close 0.7247 0.7207 -0.0040 -0.6% 0.7229
Range 0.0000 0.0041 0.0041 0.0066
ATR 0.0030 0.0031 0.0001 4.4% 0.0000
Volume 36 16 -20 -55.6% 60
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7338 0.7314 0.7230
R3 0.7297 0.7273 0.7218
R2 0.7256 0.7256 0.7215
R1 0.7232 0.7232 0.7211 0.7224
PP 0.7215 0.7215 0.7215 0.7211
S1 0.7191 0.7191 0.7203 0.7183
S2 0.7174 0.7174 0.7199
S3 0.7133 0.7150 0.7196
S4 0.7092 0.7109 0.7184
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7405 0.7383 0.7265
R3 0.7339 0.7317 0.7247
R2 0.7273 0.7273 0.7241
R1 0.7251 0.7251 0.7235 0.7262
PP 0.7207 0.7207 0.7207 0.7213
S1 0.7185 0.7185 0.7223 0.7196
S2 0.7141 0.7141 0.7217
S3 0.7075 0.7119 0.7211
S4 0.7009 0.7053 0.7193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7247 0.7199 0.0048 0.7% 0.0010 0.1% 17% False True 11
10 0.7270 0.7163 0.0107 1.5% 0.0011 0.1% 41% False False 12
20 0.7499 0.7163 0.0336 4.7% 0.0012 0.2% 13% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7414
2.618 0.7347
1.618 0.7306
1.000 0.7281
0.618 0.7265
HIGH 0.7240
0.618 0.7224
0.500 0.7220
0.382 0.7215
LOW 0.7199
0.618 0.7174
1.000 0.7158
1.618 0.7133
2.618 0.7092
4.250 0.7025
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 0.7220 0.7223
PP 0.7215 0.7218
S1 0.7211 0.7212

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

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