CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.7125 0.7155 0.0030 0.4% 0.7060
High 0.7138 0.7271 0.0133 1.9% 0.7176
Low 0.7112 0.7155 0.0043 0.6% 0.6993
Close 0.7136 0.7258 0.0122 1.7% 0.7142
Range 0.0026 0.0116 0.0090 346.2% 0.0183
ATR 0.0058 0.0063 0.0006 9.6% 0.0000
Volume 9 27 18 200.0% 183
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7576 0.7533 0.7322
R3 0.7460 0.7417 0.7290
R2 0.7344 0.7344 0.7279
R1 0.7301 0.7301 0.7269 0.7322
PP 0.7228 0.7228 0.7228 0.7239
S1 0.7185 0.7185 0.7247 0.7207
S2 0.7112 0.7112 0.7237
S3 0.6996 0.7069 0.7226
S4 0.6880 0.6953 0.7194
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7653 0.7580 0.7243
R3 0.7470 0.7397 0.7192
R2 0.7287 0.7287 0.7176
R1 0.7214 0.7214 0.7159 0.7250
PP 0.7104 0.7104 0.7104 0.7122
S1 0.7031 0.7031 0.7125 0.7068
S2 0.6921 0.6921 0.7108
S3 0.6738 0.6848 0.7092
S4 0.6555 0.6665 0.7041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7271 0.7100 0.0171 2.4% 0.0060 0.8% 92% True False 32
10 0.7271 0.6922 0.0349 4.8% 0.0064 0.9% 96% True False 40
20 0.7271 0.6842 0.0429 5.9% 0.0053 0.7% 97% True False 76
40 0.7430 0.6842 0.0588 8.1% 0.0033 0.5% 71% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7764
2.618 0.7575
1.618 0.7459
1.000 0.7387
0.618 0.7343
HIGH 0.7271
0.618 0.7227
0.500 0.7213
0.382 0.7199
LOW 0.7155
0.618 0.7083
1.000 0.7039
1.618 0.6967
2.618 0.6851
4.250 0.6662
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 0.7243 0.7236
PP 0.7228 0.7214
S1 0.7213 0.7192

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

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