CME Canadian Dollar Future December 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 0.7559 0.7510 -0.0049 -0.6% 0.7508
High 0.7565 0.7510 -0.0055 -0.7% 0.7600
Low 0.7528 0.7479 -0.0049 -0.7% 0.7469
Close 0.7547 0.7499 -0.0048 -0.6% 0.7571
Range 0.0037 0.0031 -0.0006 -16.2% 0.0131
ATR
Volume 32 18 -14 -43.8% 370
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7589 0.7575 0.7516
R3 0.7558 0.7544 0.7508
R2 0.7527 0.7527 0.7505
R1 0.7513 0.7513 0.7502 0.7505
PP 0.7496 0.7496 0.7496 0.7492
S1 0.7482 0.7482 0.7496 0.7474
S2 0.7465 0.7465 0.7493
S3 0.7434 0.7451 0.7490
S4 0.7403 0.7420 0.7482
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7940 0.7886 0.7643
R3 0.7809 0.7755 0.7607
R2 0.7678 0.7678 0.7595
R1 0.7624 0.7624 0.7583 0.7651
PP 0.7547 0.7547 0.7547 0.7560
S1 0.7493 0.7493 0.7559 0.7520
S2 0.7416 0.7416 0.7547
S3 0.7285 0.7362 0.7535
S4 0.7154 0.7231 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7600 0.7469 0.0131 1.7% 0.0060 0.8% 23% False False 36
10 0.7600 0.7421 0.0179 2.4% 0.0046 0.6% 44% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7591
1.618 0.7560
1.000 0.7541
0.618 0.7529
HIGH 0.7510
0.618 0.7498
0.500 0.7495
0.382 0.7491
LOW 0.7479
0.618 0.7460
1.000 0.7448
1.618 0.7429
2.618 0.7398
4.250 0.7347
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 0.7498 0.7540
PP 0.7496 0.7526
S1 0.7495 0.7513

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

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