CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 0.7207 0.7175 -0.0032 -0.4% 0.7135
High 0.7225 0.7250 0.0025 0.3% 0.7330
Low 0.7167 0.7175 0.0008 0.1% 0.7112
Close 0.7183 0.7205 0.0022 0.3% 0.7205
Range 0.0058 0.0075 0.0017 29.3% 0.0218
ATR 0.0065 0.0066 0.0001 1.1% 0.0000
Volume 23 43 20 87.0% 119
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7435 0.7395 0.7246
R3 0.7360 0.7320 0.7226
R2 0.7285 0.7285 0.7219
R1 0.7245 0.7245 0.7212 0.7265
PP 0.7210 0.7210 0.7210 0.7220
S1 0.7170 0.7170 0.7198 0.7190
S2 0.7135 0.7135 0.7191
S3 0.7060 0.7095 0.7184
S4 0.6985 0.7020 0.7164
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7870 0.7755 0.7325
R3 0.7652 0.7537 0.7265
R2 0.7434 0.7434 0.7245
R1 0.7319 0.7319 0.7225 0.7377
PP 0.7216 0.7216 0.7216 0.7244
S1 0.7101 0.7101 0.7185 0.7159
S2 0.6998 0.6998 0.7165
S3 0.6780 0.6883 0.7145
S4 0.6562 0.6665 0.7085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7330 0.7155 0.0175 2.4% 0.0082 1.1% 29% False False 28
10 0.7330 0.7089 0.0241 3.3% 0.0064 0.9% 48% False False 28
20 0.7330 0.6842 0.0488 6.8% 0.0061 0.8% 74% False False 52
40 0.7330 0.6842 0.0488 6.8% 0.0039 0.5% 74% False False 57
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7569
2.618 0.7446
1.618 0.7371
1.000 0.7325
0.618 0.7296
HIGH 0.7250
0.618 0.7221
0.500 0.7213
0.382 0.7204
LOW 0.7175
0.618 0.7129
1.000 0.7100
1.618 0.7054
2.618 0.6979
4.250 0.6856
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 0.7213 0.7231
PP 0.7210 0.7222
S1 0.7208 0.7214

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

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