CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 0.7705 0.7659 -0.0046 -0.6% 0.7559
High 0.7730 0.7667 -0.0063 -0.8% 0.7730
Low 0.7680 0.7659 -0.0021 -0.3% 0.7479
Close 0.7681 0.7661 -0.0020 -0.3% 0.7681
Range 0.0050 0.0008 -0.0042 -84.0% 0.0251
ATR 0.0070 0.0067 -0.0003 -4.9% 0.0000
Volume 47 12 -35 -74.5% 183
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7686 0.7682 0.7665
R3 0.7678 0.7674 0.7663
R2 0.7670 0.7670 0.7662
R1 0.7666 0.7666 0.7662 0.7668
PP 0.7662 0.7662 0.7662 0.7664
S1 0.7658 0.7658 0.7660 0.7660
S2 0.7654 0.7654 0.7660
S3 0.7646 0.7650 0.7659
S4 0.7638 0.7642 0.7657
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8383 0.8283 0.7819
R3 0.8132 0.8032 0.7750
R2 0.7881 0.7881 0.7727
R1 0.7781 0.7781 0.7704 0.7831
PP 0.7630 0.7630 0.7630 0.7655
S1 0.7530 0.7530 0.7658 0.7580
S2 0.7379 0.7379 0.7635
S3 0.7128 0.7279 0.7612
S4 0.6877 0.7028 0.7543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7730 0.7479 0.0251 3.3% 0.0063 0.8% 73% False False 32
10 0.7730 0.7469 0.0261 3.4% 0.0060 0.8% 74% False False 45
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 0.0004
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7701
2.618 0.7688
1.618 0.7680
1.000 0.7675
0.618 0.7672
HIGH 0.7667
0.618 0.7664
0.500 0.7663
0.382 0.7662
LOW 0.7659
0.618 0.7654
1.000 0.7651
1.618 0.7646
2.618 0.7638
4.250 0.7625
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 0.7663 0.7680
PP 0.7662 0.7674
S1 0.7662 0.7667

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

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