CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 0.7544 0.7526 -0.0018 -0.2% 0.7534
High 0.7559 0.7551 -0.0008 -0.1% 0.7680
Low 0.7516 0.7482 -0.0034 -0.5% 0.7530
Close 0.7535 0.7494 -0.0041 -0.5% 0.7587
Range 0.0043 0.0069 0.0026 60.5% 0.0150
ATR 0.0062 0.0063 0.0000 0.8% 0.0000
Volume 104 174 70 67.3% 390
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7716 0.7674 0.7532
R3 0.7647 0.7605 0.7513
R2 0.7578 0.7578 0.7507
R1 0.7536 0.7536 0.7500 0.7523
PP 0.7509 0.7509 0.7509 0.7502
S1 0.7467 0.7467 0.7488 0.7454
S2 0.7440 0.7440 0.7481
S3 0.7371 0.7398 0.7475
S4 0.7302 0.7329 0.7456
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8049 0.7968 0.7670
R3 0.7899 0.7818 0.7628
R2 0.7749 0.7749 0.7615
R1 0.7668 0.7668 0.7601 0.7709
PP 0.7599 0.7599 0.7599 0.7619
S1 0.7518 0.7518 0.7573 0.7559
S2 0.7449 0.7449 0.7560
S3 0.7299 0.7368 0.7546
S4 0.7149 0.7218 0.7505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7482 0.0198 2.6% 0.0071 1.0% 6% False True 137
10 0.7680 0.7482 0.0198 2.6% 0.0054 0.7% 6% False True 118
20 0.7680 0.7482 0.0198 2.6% 0.0061 0.8% 6% False True 158
40 0.7760 0.7482 0.0278 3.7% 0.0060 0.8% 4% False True 98
60 0.7998 0.7482 0.0516 6.9% 0.0050 0.7% 2% False True 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7844
2.618 0.7732
1.618 0.7663
1.000 0.7620
0.618 0.7594
HIGH 0.7551
0.618 0.7525
0.500 0.7517
0.382 0.7508
LOW 0.7482
0.618 0.7439
1.000 0.7413
1.618 0.7370
2.618 0.7301
4.250 0.7189
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 0.7517 0.7534
PP 0.7509 0.7520
S1 0.7502 0.7507

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

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