CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 0.6875 0.6844 -0.0031 -0.5% 0.7069
High 0.6929 0.6904 -0.0025 -0.4% 0.7069
Low 0.6875 0.6842 -0.0033 -0.5% 0.6889
Close 0.6877 0.6904 0.0027 0.4% 0.6890
Range 0.0054 0.0062 0.0008 14.8% 0.0180
ATR 0.0042 0.0044 0.0001 3.3% 0.0000
Volume 103 138 35 34.0% 504
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7069 0.7049 0.6938
R3 0.7007 0.6987 0.6921
R2 0.6945 0.6945 0.6915
R1 0.6925 0.6925 0.6910 0.6935
PP 0.6883 0.6883 0.6883 0.6889
S1 0.6863 0.6863 0.6898 0.6873
S2 0.6821 0.6821 0.6893
S3 0.6759 0.6801 0.6887
S4 0.6697 0.6739 0.6870
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 0.6842 0.0200 2.9% 0.0047 0.7% 31% False True 94
10 0.7142 0.6842 0.0300 4.3% 0.0042 0.6% 21% False True 112
20 0.7247 0.6842 0.0405 5.9% 0.0028 0.4% 15% False True 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7168
2.618 0.7066
1.618 0.7004
1.000 0.6966
0.618 0.6942
HIGH 0.6904
0.618 0.6880
0.500 0.6873
0.382 0.6866
LOW 0.6842
0.618 0.6804
1.000 0.6780
1.618 0.6742
2.618 0.6680
4.250 0.6578
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 0.6894 0.6898
PP 0.6883 0.6892
S1 0.6873 0.6886

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

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