CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 0.7558 0.7465 -0.0093 -1.2% 0.7502
High 0.7561 0.7495 -0.0066 -0.9% 0.7591
Low 0.7520 0.7465 -0.0055 -0.7% 0.7450
Close 0.7543 0.7495 -0.0048 -0.6% 0.7567
Range 0.0041 0.0030 -0.0011 -26.8% 0.0141
ATR 0.0068 0.0069 0.0001 1.1% 0.0000
Volume 71 47 -24 -33.8% 592
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7575 0.7565 0.7512
R3 0.7545 0.7535 0.7503
R2 0.7515 0.7515 0.7501
R1 0.7505 0.7505 0.7498 0.7510
PP 0.7485 0.7485 0.7485 0.7488
S1 0.7475 0.7475 0.7492 0.7480
S2 0.7455 0.7455 0.7490
S3 0.7425 0.7445 0.7487
S4 0.7395 0.7415 0.7479
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% 0.0069 0.9% 32% False False 99
10 0.7591 0.7417 0.0174 2.3% 0.0062 0.8% 45% False False 81
20 0.7591 0.7216 0.0375 5.0% 0.0058 0.8% 74% False False 52
40 0.7591 0.6842 0.0749 10.0% 0.0062 0.8% 87% False False 48
60 0.7591 0.6842 0.0749 10.0% 0.0049 0.7% 87% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7574
1.618 0.7544
1.000 0.7525
0.618 0.7514
HIGH 0.7495
0.618 0.7484
0.500 0.7480
0.382 0.7476
LOW 0.7465
0.618 0.7446
1.000 0.7435
1.618 0.7416
2.618 0.7386
4.250 0.7338
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 0.7490 0.7528
PP 0.7485 0.7517
S1 0.7480 0.7506

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

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