CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 0.7456 0.7460 0.0004 0.1% 0.7300
High 0.7459 0.7478 0.0019 0.3% 0.7402
Low 0.7417 0.7429 0.0012 0.2% 0.7222
Close 0.7447 0.7464 0.0017 0.2% 0.7397
Range 0.0042 0.0049 0.0007 16.7% 0.0180
ATR 0.0063 0.0062 -0.0001 -1.6% 0.0000
Volume 43 40 -3 -7.0% 136
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7604 0.7583 0.7491
R3 0.7555 0.7534 0.7477
R2 0.7506 0.7506 0.7473
R1 0.7485 0.7485 0.7468 0.7496
PP 0.7457 0.7457 0.7457 0.7462
S1 0.7436 0.7436 0.7460 0.7447
S2 0.7408 0.7408 0.7455
S3 0.7359 0.7387 0.7451
S4 0.7310 0.7338 0.7437
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 0.7478 0.7382 0.0096 1.3% 0.0044 0.6% 85% True False 31
10 0.7478 0.7222 0.0256 3.4% 0.0048 0.6% 95% True False 29
20 0.7478 0.7150 0.0328 4.4% 0.0060 0.8% 96% True False 27
40 0.7478 0.6842 0.0636 8.5% 0.0057 0.8% 98% True False 52
60 0.7478 0.6842 0.0636 8.5% 0.0042 0.6% 98% True False 46
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7686
2.618 0.7606
1.618 0.7557
1.000 0.7527
0.618 0.7508
HIGH 0.7478
0.618 0.7459
0.500 0.7454
0.382 0.7448
LOW 0.7429
0.618 0.7399
1.000 0.7380
1.618 0.7350
2.618 0.7301
4.250 0.7221
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 0.7461 0.7455
PP 0.7457 0.7446
S1 0.7454 0.7437

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

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