CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 0.7528 0.7523 -0.0005 -0.1% 0.7420
High 0.7528 0.7560 0.0032 0.4% 0.7508
Low 0.7460 0.7450 -0.0010 -0.1% 0.7388
Close 0.7468 0.7552 0.0084 1.1% 0.7508
Range 0.0068 0.0110 0.0042 61.8% 0.0120
ATR 0.0063 0.0066 0.0003 5.4% 0.0000
Volume 159 191 32 20.1% 171
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7851 0.7811 0.7612
R3 0.7741 0.7701 0.7582
R2 0.7631 0.7631 0.7572
R1 0.7591 0.7591 0.7562 0.7611
PP 0.7521 0.7521 0.7521 0.7531
S1 0.7481 0.7481 0.7542 0.7501
S2 0.7411 0.7411 0.7532
S3 0.7301 0.7371 0.7522
S4 0.7191 0.7261 0.7492
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 0.7560 0.7429 0.0131 1.7% 0.0069 0.9% 94% True False 94
10 0.7560 0.7320 0.0240 3.2% 0.0060 0.8% 97% True False 65
20 0.7560 0.7150 0.0410 5.4% 0.0061 0.8% 98% True False 43
40 0.7560 0.6842 0.0718 9.5% 0.0061 0.8% 99% True False 48
60 0.7560 0.6842 0.0718 9.5% 0.0046 0.6% 99% True False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8027
2.618 0.7848
1.618 0.7738
1.000 0.7670
0.618 0.7628
HIGH 0.7560
0.618 0.7518
0.500 0.7505
0.382 0.7492
LOW 0.7450
0.618 0.7382
1.000 0.7340
1.618 0.7272
2.618 0.7162
4.250 0.6983
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 0.7536 0.7536
PP 0.7521 0.7521
S1 0.7505 0.7505

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

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