CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 0.7242 0.7170 -0.0072 -1.0% 0.7207
High 0.7242 0.7182 -0.0060 -0.8% 0.7247
Low 0.7242 0.7165 -0.0077 -1.1% 0.7199
Close 0.7242 0.7176 -0.0066 -0.9% 0.7242
Range 0.0000 0.0017 0.0017 0.0048
ATR 0.0031 0.0034 0.0003 10.5% 0.0000
Volume 0 382 382 52
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7225 0.7218 0.7185
R3 0.7208 0.7201 0.7181
R2 0.7191 0.7191 0.7179
R1 0.7184 0.7184 0.7178 0.7188
PP 0.7174 0.7174 0.7174 0.7176
S1 0.7167 0.7167 0.7174 0.7171
S2 0.7157 0.7157 0.7173
S3 0.7140 0.7150 0.7171
S4 0.7123 0.7133 0.7167
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7373 0.7356 0.7268
R3 0.7325 0.7308 0.7255
R2 0.7277 0.7277 0.7251
R1 0.7260 0.7260 0.7246 0.7269
PP 0.7229 0.7229 0.7229 0.7234
S1 0.7212 0.7212 0.7238 0.7221
S2 0.7181 0.7181 0.7233
S3 0.7133 0.7164 0.7229
S4 0.7085 0.7116 0.7216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7247 0.7165 0.0082 1.1% 0.0012 0.2% 13% False True 86
10 0.7247 0.7163 0.0084 1.2% 0.0010 0.1% 15% False False 49
20 0.7478 0.7163 0.0315 4.4% 0.0012 0.2% 4% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7254
2.618 0.7227
1.618 0.7210
1.000 0.7199
0.618 0.7193
HIGH 0.7182
0.618 0.7176
0.500 0.7174
0.382 0.7171
LOW 0.7165
0.618 0.7154
1.000 0.7148
1.618 0.7137
2.618 0.7120
4.250 0.7093
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 0.7175 0.7204
PP 0.7174 0.7194
S1 0.7174 0.7185

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

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