CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 0.7523 0.7538 0.0015 0.2% 0.7420
High 0.7560 0.7561 0.0001 0.0% 0.7508
Low 0.7450 0.7473 0.0023 0.3% 0.7388
Close 0.7552 0.7498 -0.0054 -0.7% 0.7508
Range 0.0110 0.0088 -0.0022 -20.0% 0.0120
ATR 0.0066 0.0068 0.0002 2.3% 0.0000
Volume 191 65 -126 -66.0% 171
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7775 0.7724 0.7546
R3 0.7687 0.7636 0.7522
R2 0.7599 0.7599 0.7514
R1 0.7548 0.7548 0.7506 0.7530
PP 0.7511 0.7511 0.7511 0.7501
S1 0.7460 0.7460 0.7490 0.7442
S2 0.7423 0.7423 0.7482
S3 0.7335 0.7372 0.7474
S4 0.7247 0.7284 0.7450
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 0.7561 0.7438 0.0123 1.6% 0.0077 1.0% 49% True False 99
10 0.7561 0.7382 0.0179 2.4% 0.0060 0.8% 65% True False 65
20 0.7561 0.7150 0.0411 5.5% 0.0062 0.8% 85% True False 44
40 0.7561 0.6842 0.0719 9.6% 0.0062 0.8% 91% True False 48
60 0.7561 0.6842 0.0719 9.6% 0.0047 0.6% 91% True False 53
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7935
2.618 0.7791
1.618 0.7703
1.000 0.7649
0.618 0.7615
HIGH 0.7561
0.618 0.7527
0.500 0.7517
0.382 0.7507
LOW 0.7473
0.618 0.7419
1.000 0.7385
1.618 0.7331
2.618 0.7243
4.250 0.7099
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 0.7517 0.7506
PP 0.7511 0.7503
S1 0.7504 0.7501

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

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