CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 0.7180 0.7228 0.0048 0.7% 0.7285
High 0.7194 0.7228 0.0034 0.5% 0.7289
Low 0.7180 0.7221 0.0041 0.6% 0.7170
Close 0.7182 0.7225 0.0043 0.6% 0.7188
Range 0.0014 0.0007 -0.0007 -50.0% 0.0119
ATR 0.0030 0.0031 0.0001 3.8% 0.0000
Volume 10 3 -7 -70.0% 11
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7246 0.7242 0.7229
R3 0.7239 0.7235 0.7227
R2 0.7232 0.7232 0.7226
R1 0.7228 0.7228 0.7226 0.7227
PP 0.7225 0.7225 0.7225 0.7224
S1 0.7221 0.7221 0.7224 0.7220
S2 0.7218 0.7218 0.7224
S3 0.7211 0.7214 0.7223
S4 0.7204 0.7207 0.7221
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 0.7228 0.7163 0.0065 0.9% 0.0010 0.1% 95% True False 13
10 0.7350 0.7163 0.0187 2.6% 0.0011 0.1% 33% False False 11
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7258
2.618 0.7246
1.618 0.7239
1.000 0.7235
0.618 0.7232
HIGH 0.7228
0.618 0.7225
0.500 0.7225
0.382 0.7224
LOW 0.7221
0.618 0.7217
1.000 0.7214
1.618 0.7210
2.618 0.7203
4.250 0.7191
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 0.7225 0.7215
PP 0.7225 0.7205
S1 0.7225 0.7196

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

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