CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 0.6965 0.6910 -0.0055 -0.8% 0.7069
High 0.6981 0.6927 -0.0054 -0.8% 0.7069
Low 0.6965 0.6889 -0.0076 -1.1% 0.6889
Close 0.6979 0.6890 -0.0089 -1.3% 0.6890
Range 0.0016 0.0038 0.0022 137.5% 0.0180
ATR 0.0038 0.0041 0.0004 10.0% 0.0000
Volume 52 145 93 178.8% 504
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7016 0.6991 0.6911
R3 0.6978 0.6953 0.6900
R2 0.6940 0.6940 0.6897
R1 0.6915 0.6915 0.6893 0.6909
PP 0.6902 0.6902 0.6902 0.6899
S1 0.6877 0.6877 0.6887 0.6871
S2 0.6864 0.6864 0.6883
S3 0.6826 0.6839 0.6880
S4 0.6788 0.6801 0.6869
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7489 0.7370 0.6989
R3 0.7309 0.7190 0.6940
R2 0.7129 0.7129 0.6923
R1 0.7010 0.7010 0.6907 0.6980
PP 0.6949 0.6949 0.6949 0.6934
S1 0.6830 0.6830 0.6874 0.6800
S2 0.6769 0.6769 0.6857
S3 0.6589 0.6650 0.6841
S4 0.6409 0.6470 0.6791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7069 0.6889 0.0180 2.6% 0.0039 0.6% 1% False True 100
10 0.7182 0.6889 0.0293 4.3% 0.0035 0.5% 0% False True 136
20 0.7247 0.6889 0.0358 5.2% 0.0022 0.3% 0% False True 74
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7088
2.618 0.7026
1.618 0.6988
1.000 0.6965
0.618 0.6950
HIGH 0.6927
0.618 0.6912
0.500 0.6908
0.382 0.6904
LOW 0.6889
0.618 0.6866
1.000 0.6851
1.618 0.6828
2.618 0.6790
4.250 0.6728
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 0.6908 0.6966
PP 0.6902 0.6940
S1 0.6896 0.6915

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

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