CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 0.7142 0.7090 -0.0052 -0.7% 0.7207
High 0.7142 0.7119 -0.0023 -0.3% 0.7247
Low 0.7100 0.7074 -0.0026 -0.4% 0.7199
Close 0.7101 0.7110 0.0009 0.1% 0.7242
Range 0.0042 0.0045 0.0003 7.1% 0.0048
ATR 0.0036 0.0036 0.0001 1.9% 0.0000
Volume 93 254 161 173.1% 52
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7236 0.7218 0.7135
R3 0.7191 0.7173 0.7122
R2 0.7146 0.7146 0.7118
R1 0.7128 0.7128 0.7114 0.7137
PP 0.7101 0.7101 0.7101 0.7106
S1 0.7083 0.7083 0.7106 0.7092
S2 0.7056 0.7056 0.7102
S3 0.7011 0.7038 0.7098
S4 0.6966 0.6993 0.7085
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 0.7242 0.7074 0.0168 2.4% 0.0027 0.4% 21% False True 166
10 0.7247 0.7074 0.0173 2.4% 0.0018 0.3% 21% False True 88
20 0.7400 0.7074 0.0326 4.6% 0.0016 0.2% 11% False True 51
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 0.0003
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7310
2.618 0.7237
1.618 0.7192
1.000 0.7164
0.618 0.7147
HIGH 0.7119
0.618 0.7102
0.500 0.7097
0.382 0.7091
LOW 0.7074
0.618 0.7046
1.000 0.7029
1.618 0.7001
2.618 0.6956
4.250 0.6883
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 0.7106 0.7126
PP 0.7101 0.7121
S1 0.7097 0.7115

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

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