CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 0.7656 0.7589 -0.0067 -0.9% 0.7559
High 0.7674 0.7594 -0.0080 -1.0% 0.7730
Low 0.7630 0.7573 -0.0057 -0.7% 0.7479
Close 0.7673 0.7577 -0.0096 -1.3% 0.7681
Range 0.0044 0.0021 -0.0023 -52.3% 0.0251
ATR 0.0065 0.0068 0.0002 3.8% 0.0000
Volume 42 56 14 33.3% 183
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7644 0.7632 0.7589
R3 0.7623 0.7611 0.7583
R2 0.7602 0.7602 0.7581
R1 0.7590 0.7590 0.7579 0.7586
PP 0.7581 0.7581 0.7581 0.7579
S1 0.7569 0.7569 0.7575 0.7564
S2 0.7560 0.7560 0.7573
S3 0.7539 0.7548 0.7571
S4 0.7518 0.7527 0.7565
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 0.7573 0.0157 2.1% 0.0040 0.5% 3% False True 35
10 0.7730 0.7469 0.0261 3.4% 0.0056 0.7% 41% False False 36
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7683
2.618 0.7649
1.618 0.7628
1.000 0.7615
0.618 0.7607
HIGH 0.7594
0.618 0.7586
0.500 0.7584
0.382 0.7581
LOW 0.7573
0.618 0.7560
1.000 0.7552
1.618 0.7539
2.618 0.7518
4.250 0.7484
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 0.7584 0.7624
PP 0.7581 0.7608
S1 0.7579 0.7593

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

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