CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 0.7665 0.7571 -0.0094 -1.2% 0.7558
High 0.7665 0.7573 -0.0092 -1.2% 0.7735
Low 0.7571 0.7529 -0.0042 -0.6% 0.7465
Close 0.7574 0.7547 -0.0027 -0.4% 0.7677
Range 0.0094 0.0044 -0.0050 -53.2% 0.0270
ATR 0.0073 0.0071 -0.0002 -2.8% 0.0000
Volume 47 212 165 351.1% 818
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7682 0.7658 0.7571
R3 0.7638 0.7614 0.7559
R2 0.7594 0.7594 0.7555
R1 0.7570 0.7570 0.7551 0.7560
PP 0.7550 0.7550 0.7550 0.7545
S1 0.7526 0.7526 0.7543 0.7516
S2 0.7506 0.7506 0.7539
S3 0.7462 0.7482 0.7535
S4 0.7418 0.7438 0.7523
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8436 0.8326 0.7826
R3 0.8166 0.8056 0.7751
R2 0.7896 0.7896 0.7727
R1 0.7786 0.7786 0.7702 0.7841
PP 0.7626 0.7626 0.7626 0.7653
S1 0.7516 0.7516 0.7652 0.7571
S2 0.7356 0.7356 0.7628
S3 0.7086 0.7246 0.7603
S4 0.6816 0.6976 0.7529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7735 0.7529 0.0206 2.7% 0.0054 0.7% 9% False True 88
10 0.7735 0.7465 0.0270 3.6% 0.0067 0.9% 30% False False 125
20 0.7735 0.7382 0.0353 4.7% 0.0064 0.8% 47% False False 95
40 0.7735 0.7100 0.0635 8.4% 0.0064 0.9% 70% False False 61
60 0.7735 0.6842 0.0893 11.8% 0.0057 0.8% 79% False False 72
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7760
2.618 0.7688
1.618 0.7644
1.000 0.7617
0.618 0.7600
HIGH 0.7573
0.618 0.7556
0.500 0.7551
0.382 0.7546
LOW 0.7529
0.618 0.7502
1.000 0.7485
1.618 0.7458
2.618 0.7414
4.250 0.7342
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 0.7551 0.7601
PP 0.7550 0.7583
S1 0.7548 0.7565

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

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