CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.7167 0.7118 -0.0049 -0.7% 0.7072
High 0.7173 0.7269 0.0096 1.3% 0.7170
Low 0.7102 0.7090 -0.0012 -0.2% 0.6981
Close 0.7130 0.7252 0.0122 1.7% 0.7137
Range 0.0071 0.0179 0.0108 152.1% 0.0189
ATR 0.0079 0.0086 0.0007 9.1% 0.0000
Volume 72,088 123,782 51,694 71.7% 478,823
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7741 0.7675 0.7350
R3 0.7562 0.7496 0.7301
R2 0.7383 0.7383 0.7285
R1 0.7317 0.7317 0.7268 0.7350
PP 0.7204 0.7204 0.7204 0.7220
S1 0.7138 0.7138 0.7236 0.7171
S2 0.7025 0.7025 0.7219
S3 0.6846 0.6959 0.7203
S4 0.6667 0.6780 0.7154
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7663 0.7589 0.7241
R3 0.7474 0.7400 0.7189
R2 0.7285 0.7285 0.7172
R1 0.7211 0.7211 0.7154 0.7248
PP 0.7096 0.7096 0.7096 0.7115
S1 0.7022 0.7022 0.7120 0.7059
S2 0.6907 0.6907 0.7102
S3 0.6718 0.6833 0.7085
S4 0.6529 0.6644 0.7033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7269 0.7081 0.0188 2.6% 0.0098 1.3% 91% True False 97,913
10 0.7269 0.6877 0.0392 5.4% 0.0102 1.4% 96% True False 98,387
20 0.7269 0.6809 0.0460 6.3% 0.0089 1.2% 96% True False 96,536
40 0.7476 0.6809 0.0667 9.2% 0.0074 1.0% 66% False False 73,626
60 0.7595 0.6809 0.0786 10.8% 0.0064 0.9% 56% False False 49,522
80 0.7786 0.6809 0.0977 13.5% 0.0064 0.9% 45% False False 37,185
100 0.7786 0.6809 0.0977 13.5% 0.0062 0.9% 45% False False 29,774
120 0.7786 0.6809 0.0977 13.5% 0.0063 0.9% 45% False False 24,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 166 trading days
Fibonacci Retracements and Extensions
4.250 0.8030
2.618 0.7738
1.618 0.7559
1.000 0.7448
0.618 0.7380
HIGH 0.7269
0.618 0.7201
0.500 0.7180
0.382 0.7158
LOW 0.7090
0.618 0.6979
1.000 0.6911
1.618 0.6800
2.618 0.6621
4.250 0.6329
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 0.7228 0.7228
PP 0.7204 0.7204
S1 0.7180 0.7180

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

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