CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 0.7488 0.7630 0.0142 1.9% 0.7508
High 0.7636 0.7706 0.0070 0.9% 0.7600
Low 0.7488 0.7630 0.0142 1.9% 0.7469
Close 0.7607 0.7703 0.0096 1.3% 0.7571
Range 0.0148 0.0076 -0.0072 -48.6% 0.0131
ATR
Volume 67 19 -48 -71.6% 370
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7908 0.7881 0.7745
R3 0.7832 0.7805 0.7724
R2 0.7756 0.7756 0.7717
R1 0.7729 0.7729 0.7710 0.7743
PP 0.7680 0.7680 0.7680 0.7686
S1 0.7653 0.7653 0.7696 0.7667
S2 0.7604 0.7604 0.7689
S3 0.7528 0.7577 0.7682
S4 0.7452 0.7501 0.7661
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 0.7706 0.7479 0.0227 2.9% 0.0071 0.9% 99% True False 37
10 0.7706 0.7469 0.0237 3.1% 0.0063 0.8% 99% True False 50
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7905
1.618 0.7829
1.000 0.7782
0.618 0.7753
HIGH 0.7706
0.618 0.7677
0.500 0.7668
0.382 0.7659
LOW 0.7630
0.618 0.7583
1.000 0.7554
1.618 0.7507
2.618 0.7431
4.250 0.7307
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 0.7691 0.7666
PP 0.7680 0.7629
S1 0.7668 0.7593

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

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