CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 0.7320 0.7383 0.0063 0.9% 0.7300
High 0.7400 0.7402 0.0002 0.0% 0.7402
Low 0.7320 0.7382 0.0062 0.8% 0.7222
Close 0.7393 0.7397 0.0004 0.1% 0.7397
Range 0.0080 0.0020 -0.0060 -75.0% 0.0180
ATR 0.0069 0.0065 -0.0003 -5.1% 0.0000
Volume 66 14 -52 -78.8% 136
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7454 0.7445 0.7408
R3 0.7434 0.7425 0.7402
R2 0.7414 0.7414 0.7401
R1 0.7405 0.7405 0.7399 0.7409
PP 0.7394 0.7394 0.7394 0.7396
S1 0.7385 0.7385 0.7395 0.7390
S2 0.7374 0.7374 0.7393
S3 0.7354 0.7365 0.7392
S4 0.7334 0.7345 0.7386
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7880 0.7819 0.7496
R3 0.7700 0.7639 0.7447
R2 0.7520 0.7520 0.7430
R1 0.7459 0.7459 0.7414 0.7490
PP 0.7340 0.7340 0.7340 0.7356
S1 0.7279 0.7279 0.7381 0.7310
S2 0.7160 0.7160 0.7364
S3 0.6980 0.7099 0.7348
S4 0.6800 0.6919 0.7298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7402 0.7222 0.0180 2.4% 0.0050 0.7% 97% True False 27
10 0.7402 0.7174 0.0228 3.1% 0.0059 0.8% 98% True False 21
20 0.7402 0.7100 0.0302 4.1% 0.0062 0.8% 98% True False 25
40 0.7402 0.6842 0.0560 7.6% 0.0054 0.7% 99% True False 60
60 0.7499 0.6842 0.0657 8.9% 0.0039 0.5% 84% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0009
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7487
2.618 0.7454
1.618 0.7434
1.000 0.7422
0.618 0.7414
HIGH 0.7402
0.618 0.7394
0.500 0.7392
0.382 0.7390
LOW 0.7382
0.618 0.7370
1.000 0.7362
1.618 0.7350
2.618 0.7330
4.250 0.7297
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 0.7395 0.7369
PP 0.7394 0.7340
S1 0.7392 0.7312

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

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