CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 0.6844 0.6922 0.0078 1.1% 0.7069
High 0.6904 0.7026 0.0122 1.8% 0.7069
Low 0.6842 0.6922 0.0080 1.2% 0.6889
Close 0.6904 0.7010 0.0106 1.5% 0.6890
Range 0.0062 0.0104 0.0042 67.7% 0.0180
ATR 0.0044 0.0049 0.0006 12.8% 0.0000
Volume 138 43 -95 -68.8% 504
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7298 0.7258 0.7067
R3 0.7194 0.7154 0.7039
R2 0.7090 0.7090 0.7029
R1 0.7050 0.7050 0.7020 0.7070
PP 0.6986 0.6986 0.6986 0.6996
S1 0.6946 0.6946 0.7000 0.6966
S2 0.6882 0.6882 0.6991
S3 0.6778 0.6842 0.6981
S4 0.6674 0.6738 0.6953
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 0.7026 0.6842 0.0184 2.6% 0.0055 0.8% 91% True False 96
10 0.7119 0.6842 0.0277 4.0% 0.0048 0.7% 61% False False 107
20 0.7247 0.6842 0.0405 5.8% 0.0031 0.4% 41% False False 85
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 0.0005
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.7468
2.618 0.7298
1.618 0.7194
1.000 0.7130
0.618 0.7090
HIGH 0.7026
0.618 0.6986
0.500 0.6974
0.382 0.6962
LOW 0.6922
0.618 0.6858
1.000 0.6818
1.618 0.6754
2.618 0.6650
4.250 0.6480
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 0.6998 0.6985
PP 0.6986 0.6959
S1 0.6974 0.6934

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

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