CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 0.7538 0.7517 -0.0021 -0.3% 0.7502
High 0.7561 0.7591 0.0030 0.4% 0.7591
Low 0.7473 0.7517 0.0044 0.6% 0.7450
Close 0.7498 0.7567 0.0069 0.9% 0.7567
Range 0.0088 0.0074 -0.0014 -15.9% 0.0141
ATR 0.0068 0.0070 0.0002 2.7% 0.0000
Volume 65 121 56 86.2% 592
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7780 0.7748 0.7608
R3 0.7706 0.7674 0.7587
R2 0.7632 0.7632 0.7581
R1 0.7600 0.7600 0.7574 0.7616
PP 0.7558 0.7558 0.7558 0.7567
S1 0.7526 0.7526 0.7560 0.7542
S2 0.7484 0.7484 0.7553
S3 0.7410 0.7452 0.7547
S4 0.7336 0.7378 0.7526
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7959 0.7904 0.7645
R3 0.7818 0.7763 0.7606
R2 0.7677 0.7677 0.7593
R1 0.7622 0.7622 0.7580 0.7649
PP 0.7536 0.7536 0.7536 0.7550
S1 0.7481 0.7481 0.7554 0.7509
S2 0.7395 0.7395 0.7541
S3 0.7254 0.7340 0.7528
S4 0.7113 0.7199 0.7489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7591 0.7450 0.0141 1.9% 0.0078 1.0% 83% True False 118
10 0.7591 0.7388 0.0203 2.7% 0.0066 0.9% 88% True False 76
20 0.7591 0.7174 0.0417 5.5% 0.0063 0.8% 94% True False 48
40 0.7591 0.6842 0.0749 9.9% 0.0062 0.8% 97% True False 50
60 0.7591 0.6842 0.0749 9.9% 0.0048 0.6% 97% True False 55
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7906
2.618 0.7785
1.618 0.7711
1.000 0.7665
0.618 0.7637
HIGH 0.7591
0.618 0.7563
0.500 0.7554
0.382 0.7545
LOW 0.7517
0.618 0.7471
1.000 0.7443
1.618 0.7397
2.618 0.7323
4.250 0.7203
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 0.7563 0.7552
PP 0.7558 0.7536
S1 0.7554 0.7521

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

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