CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 0.6910 0.6875 -0.0035 -0.5% 0.7069
High 0.6927 0.6929 0.0002 0.0% 0.7069
Low 0.6889 0.6875 -0.0014 -0.2% 0.6889
Close 0.6890 0.6877 -0.0013 -0.2% 0.6890
Range 0.0038 0.0054 0.0016 42.1% 0.0180
ATR 0.0041 0.0042 0.0001 2.2% 0.0000
Volume 145 103 -42 -29.0% 504
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7056 0.7020 0.6907
R3 0.7002 0.6966 0.6892
R2 0.6948 0.6948 0.6887
R1 0.6912 0.6912 0.6882 0.6930
PP 0.6894 0.6894 0.6894 0.6903
S1 0.6858 0.6858 0.6872 0.6876
S2 0.6840 0.6840 0.6867
S3 0.6786 0.6804 0.6862
S4 0.6732 0.6750 0.6847
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 0.7042 0.6875 0.0167 2.4% 0.0043 0.6% 1% False True 78
10 0.7178 0.6875 0.0303 4.4% 0.0038 0.6% 1% False True 108
20 0.7247 0.6875 0.0372 5.4% 0.0024 0.4% 1% False True 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7159
2.618 0.7070
1.618 0.7016
1.000 0.6983
0.618 0.6962
HIGH 0.6929
0.618 0.6908
0.500 0.6902
0.382 0.6896
LOW 0.6875
0.618 0.6842
1.000 0.6821
1.618 0.6788
2.618 0.6734
4.250 0.6646
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 0.6902 0.6928
PP 0.6894 0.6911
S1 0.6885 0.6894

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

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