CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 0.7189 0.7180 -0.0009 -0.1% 0.7285
High 0.7189 0.7194 0.0005 0.1% 0.7289
Low 0.7163 0.7180 0.0017 0.2% 0.7170
Close 0.7172 0.7182 0.0010 0.1% 0.7188
Range 0.0026 0.0014 -0.0012 -46.2% 0.0119
ATR 0.0031 0.0030 -0.0001 -2.0% 0.0000
Volume 47 10 -37 -78.7% 11
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7227 0.7219 0.7190
R3 0.7213 0.7205 0.7186
R2 0.7199 0.7199 0.7185
R1 0.7191 0.7191 0.7183 0.7195
PP 0.7185 0.7185 0.7185 0.7188
S1 0.7177 0.7177 0.7181 0.7181
S2 0.7171 0.7171 0.7179
S3 0.7157 0.7163 0.7178
S4 0.7143 0.7149 0.7174
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7573 0.7499 0.7253
R3 0.7454 0.7380 0.7221
R2 0.7335 0.7335 0.7210
R1 0.7261 0.7261 0.7199 0.7239
PP 0.7216 0.7216 0.7216 0.7204
S1 0.7142 0.7142 0.7177 0.7119
S2 0.7097 0.7097 0.7166
S3 0.6978 0.7023 0.7155
S4 0.6859 0.6904 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7270 0.7163 0.0107 1.5% 0.0012 0.2% 18% False False 13
10 0.7400 0.7163 0.0237 3.3% 0.0014 0.2% 8% False False 14
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7253
2.618 0.7231
1.618 0.7217
1.000 0.7208
0.618 0.7203
HIGH 0.7194
0.618 0.7189
0.500 0.7187
0.382 0.7185
LOW 0.7180
0.618 0.7171
1.000 0.7166
1.618 0.7157
2.618 0.7143
4.250 0.7121
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 0.7187 0.7181
PP 0.7185 0.7180
S1 0.7184 0.7179

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

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