CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 0.7460 0.7454 -0.0006 -0.1% 0.7420
High 0.7478 0.7508 0.0030 0.4% 0.7508
Low 0.7429 0.7438 0.0009 0.1% 0.7388
Close 0.7464 0.7508 0.0044 0.6% 0.7508
Range 0.0049 0.0070 0.0021 42.9% 0.0120
ATR 0.0062 0.0063 0.0001 0.9% 0.0000
Volume 40 26 -14 -35.0% 171
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7695 0.7671 0.7547
R3 0.7625 0.7601 0.7527
R2 0.7555 0.7555 0.7521
R1 0.7531 0.7531 0.7514 0.7543
PP 0.7485 0.7485 0.7485 0.7491
S1 0.7461 0.7461 0.7502 0.7473
S2 0.7415 0.7415 0.7495
S3 0.7345 0.7391 0.7489
S4 0.7275 0.7321 0.7470
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7828 0.7788 0.7574
R3 0.7708 0.7668 0.7541
R2 0.7588 0.7588 0.7530
R1 0.7548 0.7548 0.7519 0.7568
PP 0.7468 0.7468 0.7468 0.7478
S1 0.7428 0.7428 0.7497 0.7448
S2 0.7348 0.7348 0.7486
S3 0.7228 0.7308 0.7475
S4 0.7108 0.7188 0.7442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7508 0.7388 0.0120 1.6% 0.0054 0.7% 100% True False 34
10 0.7508 0.7222 0.0286 3.8% 0.0052 0.7% 100% True False 30
20 0.7508 0.7150 0.0358 4.8% 0.0060 0.8% 100% True False 27
40 0.7508 0.6842 0.0666 8.9% 0.0057 0.8% 100% True False 50
60 0.7508 0.6842 0.0666 8.9% 0.0043 0.6% 100% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7806
2.618 0.7691
1.618 0.7621
1.000 0.7578
0.618 0.7551
HIGH 0.7508
0.618 0.7481
0.500 0.7473
0.382 0.7465
LOW 0.7438
0.618 0.7395
1.000 0.7368
1.618 0.7325
2.618 0.7255
4.250 0.7141
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 0.7496 0.7493
PP 0.7485 0.7478
S1 0.7473 0.7463

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

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