CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 0.7205 0.7200 -0.0005 -0.1% 0.7207
High 0.7205 0.7240 0.0035 0.5% 0.7250
Low 0.7150 0.7174 0.0024 0.3% 0.7150
Close 0.7183 0.7227 0.0044 0.6% 0.7227
Range 0.0055 0.0066 0.0011 20.0% 0.0100
ATR 0.0065 0.0065 0.0000 0.1% 0.0000
Volume 39 18 -21 -53.8% 167
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7412 0.7385 0.7263
R3 0.7346 0.7319 0.7245
R2 0.7280 0.7280 0.7239
R1 0.7253 0.7253 0.7233 0.7267
PP 0.7214 0.7214 0.7214 0.7220
S1 0.7187 0.7187 0.7221 0.7201
S2 0.7148 0.7148 0.7215
S3 0.7082 0.7121 0.7209
S4 0.7016 0.7055 0.7191
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7509 0.7468 0.7282
R3 0.7409 0.7368 0.7255
R2 0.7309 0.7309 0.7245
R1 0.7268 0.7268 0.7236 0.7289
PP 0.7209 0.7209 0.7209 0.7219
S1 0.7168 0.7168 0.7218 0.7189
S2 0.7109 0.7109 0.7209
S3 0.7009 0.7068 0.7200
S4 0.6909 0.6968 0.7172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7250 0.7150 0.0100 1.4% 0.0065 0.9% 77% False False 33
10 0.7330 0.7112 0.0218 3.0% 0.0068 0.9% 53% False False 28
20 0.7330 0.6842 0.0488 6.8% 0.0064 0.9% 79% False False 50
40 0.7330 0.6842 0.0488 6.8% 0.0042 0.6% 79% False False 58
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 0.7520
2.618 0.7413
1.618 0.7347
1.000 0.7306
0.618 0.7281
HIGH 0.7240
0.618 0.7215
0.500 0.7207
0.382 0.7199
LOW 0.7174
0.618 0.7133
1.000 0.7108
1.618 0.7067
2.618 0.7001
4.250 0.6894
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 0.7220 0.7216
PP 0.7214 0.7206
S1 0.7207 0.7195

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

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