CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 0.7517 0.7558 0.0041 0.5% 0.7502
High 0.7591 0.7561 -0.0030 -0.4% 0.7591
Low 0.7517 0.7520 0.0003 0.0% 0.7450
Close 0.7567 0.7543 -0.0024 -0.3% 0.7567
Range 0.0074 0.0041 -0.0033 -44.6% 0.0141
ATR 0.0070 0.0068 -0.0002 -2.3% 0.0000
Volume 121 71 -50 -41.3% 592
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7664 0.7645 0.7566
R3 0.7623 0.7604 0.7554
R2 0.7582 0.7582 0.7551
R1 0.7563 0.7563 0.7547 0.7552
PP 0.7541 0.7541 0.7541 0.7536
S1 0.7522 0.7522 0.7539 0.7511
S2 0.7500 0.7500 0.7535
S3 0.7459 0.7481 0.7532
S4 0.7418 0.7440 0.7520
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% 0.0076 1.0% 66% False False 121
10 0.7591 0.7396 0.0195 2.6% 0.0067 0.9% 75% False False 81
20 0.7591 0.7200 0.0391 5.2% 0.0061 0.8% 88% False False 51
40 0.7591 0.6842 0.0749 9.9% 0.0063 0.8% 94% False False 50
60 0.7591 0.6842 0.0749 9.9% 0.0049 0.6% 94% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7735
2.618 0.7668
1.618 0.7627
1.000 0.7602
0.618 0.7586
HIGH 0.7561
0.618 0.7545
0.500 0.7541
0.382 0.7536
LOW 0.7520
0.618 0.7495
1.000 0.7479
1.618 0.7454
2.618 0.7413
4.250 0.7346
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 0.7542 0.7539
PP 0.7541 0.7536
S1 0.7541 0.7532

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

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