CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 0.7570 0.7579 0.0010 0.1% 0.7669
High 0.7618 0.7589 -0.0029 -0.4% 0.7679
Low 0.7568 0.7555 -0.0013 -0.2% 0.7552
Close 0.7579 0.7572 -0.0008 -0.1% 0.7572
Range 0.0050 0.0034 -0.0016 -31.3% 0.0127
ATR 0.0061 0.0059 -0.0002 -3.2% 0.0000
Volume 54,446 54,673 227 0.4% 241,232
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7674 0.7657 0.7590
R3 0.7640 0.7623 0.7581
R2 0.7606 0.7606 0.7578
R1 0.7589 0.7589 0.7575 0.7580
PP 0.7572 0.7572 0.7572 0.7568
S1 0.7555 0.7555 0.7568 0.7546
S2 0.7538 0.7538 0.7565
S3 0.7504 0.7521 0.7562
S4 0.7470 0.7487 0.7553
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7980 0.7903 0.7642
R3 0.7854 0.7776 0.7607
R2 0.7727 0.7727 0.7595
R1 0.7650 0.7650 0.7584 0.7625
PP 0.7601 0.7601 0.7601 0.7589
S1 0.7523 0.7523 0.7560 0.7499
S2 0.7474 0.7474 0.7549
S3 0.7348 0.7397 0.7537
S4 0.7221 0.7270 0.7502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7621 0.7552 0.0069 0.9% 0.0050 0.7% 28% False False 60,393
10 0.7804 0.7552 0.0252 3.3% 0.0060 0.8% 8% False False 36,658
20 0.7804 0.7552 0.0252 3.3% 0.0058 0.8% 8% False False 18,928
40 0.7838 0.7550 0.0288 3.8% 0.0058 0.8% 7% False False 9,647
60 0.7838 0.7550 0.0288 3.8% 0.0060 0.8% 7% False False 6,491
80 0.7899 0.7550 0.0349 4.6% 0.0060 0.8% 6% False False 4,958
100 0.8000 0.7550 0.0450 5.9% 0.0059 0.8% 5% False False 3,993
120 0.8000 0.7550 0.0450 5.9% 0.0057 0.8% 5% False False 3,339
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 0.0014
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7734
2.618 0.7678
1.618 0.7644
1.000 0.7623
0.618 0.7610
HIGH 0.7589
0.618 0.7576
0.500 0.7572
0.382 0.7568
LOW 0.7555
0.618 0.7534
1.000 0.7521
1.618 0.7500
2.618 0.7466
4.250 0.7411
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 0.7572 0.7585
PP 0.7572 0.7580
S1 0.7572 0.7576

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

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