CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 0.7502 0.7528 0.0026 0.3% 0.7420
High 0.7541 0.7528 -0.0013 -0.2% 0.7508
Low 0.7491 0.7460 -0.0031 -0.4% 0.7388
Close 0.7536 0.7468 -0.0068 -0.9% 0.7508
Range 0.0050 0.0068 0.0018 36.0% 0.0120
ATR 0.0062 0.0063 0.0001 1.6% 0.0000
Volume 56 159 103 183.9% 171
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7689 0.7647 0.7505
R3 0.7621 0.7579 0.7487
R2 0.7553 0.7553 0.7480
R1 0.7511 0.7511 0.7474 0.7498
PP 0.7485 0.7485 0.7485 0.7479
S1 0.7443 0.7443 0.7462 0.7430
S2 0.7417 0.7417 0.7456
S3 0.7349 0.7375 0.7449
S4 0.7281 0.7307 0.7431
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 0.7541 0.7417 0.0124 1.7% 0.0056 0.7% 41% False False 64
10 0.7541 0.7222 0.0319 4.3% 0.0057 0.8% 77% False False 48
20 0.7541 0.7150 0.0391 5.2% 0.0059 0.8% 81% False False 36
40 0.7541 0.6842 0.0699 9.4% 0.0059 0.8% 90% False False 48
60 0.7541 0.6842 0.0699 9.4% 0.0044 0.6% 90% False False 49
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7817
2.618 0.7706
1.618 0.7638
1.000 0.7596
0.618 0.7570
HIGH 0.7528
0.618 0.7502
0.500 0.7494
0.382 0.7486
LOW 0.7460
0.618 0.7418
1.000 0.7392
1.618 0.7350
2.618 0.7282
4.250 0.7171
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 0.7494 0.7490
PP 0.7485 0.7482
S1 0.7477 0.7475

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

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