CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 0.7396 0.7456 0.0060 0.8% 0.7300
High 0.7471 0.7459 -0.0012 -0.2% 0.7402
Low 0.7396 0.7417 0.0021 0.3% 0.7222
Close 0.7471 0.7447 -0.0024 -0.3% 0.7397
Range 0.0075 0.0042 -0.0033 -44.0% 0.0180
ATR 0.0064 0.0063 -0.0001 -1.1% 0.0000
Volume 43 43 0 0.0% 136
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7567 0.7549 0.7470
R3 0.7525 0.7507 0.7459
R2 0.7483 0.7483 0.7455
R1 0.7465 0.7465 0.7451 0.7453
PP 0.7441 0.7441 0.7441 0.7435
S1 0.7423 0.7423 0.7443 0.7411
S2 0.7399 0.7399 0.7439
S3 0.7357 0.7381 0.7435
S4 0.7315 0.7339 0.7424
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 0.7320 0.0151 2.0% 0.0050 0.7% 84% False False 37
10 0.7471 0.7222 0.0249 3.3% 0.0048 0.6% 90% False False 25
20 0.7471 0.7150 0.0321 4.3% 0.0064 0.9% 93% False False 27
40 0.7471 0.6842 0.0629 8.4% 0.0056 0.8% 96% False False 53
60 0.7478 0.6842 0.0636 8.5% 0.0041 0.6% 95% False False 45
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7637
2.618 0.7569
1.618 0.7527
1.000 0.7501
0.618 0.7485
HIGH 0.7459
0.618 0.7443
0.500 0.7438
0.382 0.7433
LOW 0.7417
0.618 0.7391
1.000 0.7375
1.618 0.7349
2.618 0.7307
4.250 0.7239
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 0.7444 0.7441
PP 0.7441 0.7435
S1 0.7438 0.7430

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

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