CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 0.7420 0.7396 -0.0024 -0.3% 0.7300
High 0.7420 0.7471 0.0051 0.7% 0.7402
Low 0.7388 0.7396 0.0008 0.1% 0.7222
Close 0.7406 0.7471 0.0065 0.9% 0.7397
Range 0.0032 0.0075 0.0043 134.4% 0.0180
ATR 0.0063 0.0064 0.0001 1.4% 0.0000
Volume 19 43 24 126.3% 136
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7671 0.7646 0.7512
R3 0.7596 0.7571 0.7492
R2 0.7521 0.7521 0.7485
R1 0.7496 0.7496 0.7478 0.7509
PP 0.7446 0.7446 0.7446 0.7452
S1 0.7421 0.7421 0.7464 0.7434
S2 0.7371 0.7371 0.7457
S3 0.7296 0.7346 0.7450
S4 0.7221 0.7271 0.7430
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 0.7471 0.7222 0.0249 3.3% 0.0059 0.8% 100% True False 32
10 0.7471 0.7216 0.0255 3.4% 0.0054 0.7% 100% True False 23
20 0.7471 0.7112 0.0359 4.8% 0.0063 0.8% 100% True False 25
40 0.7471 0.6842 0.0629 8.4% 0.0056 0.7% 100% True False 62
60 0.7499 0.6842 0.0657 8.8% 0.0041 0.5% 96% False False 45
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7667
1.618 0.7592
1.000 0.7546
0.618 0.7517
HIGH 0.7471
0.618 0.7442
0.500 0.7434
0.382 0.7425
LOW 0.7396
0.618 0.7350
1.000 0.7321
1.618 0.7275
2.618 0.7200
4.250 0.7077
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 0.7459 0.7456
PP 0.7446 0.7441
S1 0.7434 0.7427

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

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