CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 0.7022 0.7042 0.0020 0.3% 0.7170
High 0.7039 0.7042 0.0003 0.0% 0.7182
Low 0.7000 0.6975 -0.0025 -0.4% 0.7074
Close 0.7021 0.6976 -0.0045 -0.6% 0.7084
Range 0.0039 0.0067 0.0028 71.8% 0.0108
ATR 0.0037 0.0039 0.0002 5.8% 0.0000
Volume 60 34 -26 -43.3% 860
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7199 0.7154 0.7013
R3 0.7132 0.7087 0.6994
R2 0.7065 0.7065 0.6988
R1 0.7020 0.7020 0.6982 0.7009
PP 0.6998 0.6998 0.6998 0.6992
S1 0.6953 0.6953 0.6970 0.6942
S2 0.6931 0.6931 0.6964
S3 0.6864 0.6886 0.6958
S4 0.6797 0.6819 0.6939
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7437 0.7369 0.7143
R3 0.7329 0.7261 0.7114
R2 0.7221 0.7221 0.7104
R1 0.7153 0.7153 0.7094 0.7133
PP 0.7113 0.7113 0.7113 0.7104
S1 0.7045 0.7045 0.7074 0.7025
S2 0.7005 0.7005 0.7064
S3 0.6897 0.6937 0.7054
S4 0.6789 0.6829 0.7025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7119 0.6975 0.0144 2.1% 0.0041 0.6% 1% False True 118
10 0.7242 0.6975 0.0267 3.8% 0.0033 0.5% 0% False True 118
20 0.7289 0.6975 0.0314 4.5% 0.0020 0.3% 0% False True 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7327
2.618 0.7217
1.618 0.7150
1.000 0.7109
0.618 0.7083
HIGH 0.7042
0.618 0.7016
0.500 0.7009
0.382 0.7001
LOW 0.6975
0.618 0.6934
1.000 0.6908
1.618 0.6867
2.618 0.6800
4.250 0.6690
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 0.7009 0.7022
PP 0.6998 0.7007
S1 0.6987 0.6991

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.