CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 0.7524 0.7454 -0.0070 -0.9% 0.7396
High 0.7527 0.7562 0.0035 0.5% 0.7510
Low 0.7451 0.7438 -0.0013 -0.2% 0.7366
Close 0.7466 0.7549 0.0083 1.1% 0.7505
Range 0.0076 0.0124 0.0048 63.2% 0.0144
ATR 0.0074 0.0078 0.0004 4.8% 0.0000
Volume 37,354 48,459 11,105 29.7% 11,854
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7888 0.7843 0.7617
R3 0.7764 0.7719 0.7583
R2 0.7640 0.7640 0.7572
R1 0.7595 0.7595 0.7560 0.7618
PP 0.7516 0.7516 0.7516 0.7528
S1 0.7471 0.7471 0.7538 0.7494
S2 0.7392 0.7392 0.7526
S3 0.7268 0.7347 0.7515
S4 0.7144 0.7223 0.7481
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7892 0.7843 0.7584
R3 0.7748 0.7699 0.7545
R2 0.7604 0.7604 0.7531
R1 0.7555 0.7555 0.7518 0.7580
PP 0.7460 0.7460 0.7460 0.7473
S1 0.7411 0.7411 0.7492 0.7436
S2 0.7316 0.7316 0.7479
S3 0.7172 0.7267 0.7465
S4 0.7028 0.7123 0.7426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7562 0.7424 0.0138 1.8% 0.0081 1.1% 91% True False 20,311
10 0.7562 0.7284 0.0278 3.7% 0.0074 1.0% 95% True False 11,132
20 0.7562 0.7139 0.0423 5.6% 0.0076 1.0% 97% True False 5,881
40 0.7562 0.6819 0.0743 9.8% 0.0080 1.1% 98% True False 3,114
60 0.7562 0.6819 0.0743 9.8% 0.0068 0.9% 98% True False 2,128
80 0.7562 0.6819 0.0743 9.8% 0.0058 0.8% 98% True False 1,609
100 0.7783 0.6819 0.0964 12.8% 0.0056 0.7% 76% False False 1,296
120 0.7783 0.6819 0.0964 12.8% 0.0054 0.7% 76% False False 1,082
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 0.0016
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8089
2.618 0.7887
1.618 0.7763
1.000 0.7686
0.618 0.7639
HIGH 0.7562
0.618 0.7515
0.500 0.7500
0.382 0.7485
LOW 0.7438
0.618 0.7361
1.000 0.7314
1.618 0.7237
2.618 0.7113
4.250 0.6911
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 0.7533 0.7533
PP 0.7516 0.7516
S1 0.7500 0.7500

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

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