CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 0.7170 0.7166 -0.0004 -0.1% 0.7207
High 0.7182 0.7178 -0.0004 -0.1% 0.7247
Low 0.7165 0.7148 -0.0017 -0.2% 0.7199
Close 0.7176 0.7156 -0.0020 -0.3% 0.7242
Range 0.0017 0.0030 0.0013 76.5% 0.0048
ATR 0.0034 0.0034 0.0000 -0.9% 0.0000
Volume 382 101 -281 -73.6% 52
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7251 0.7233 0.7173
R3 0.7221 0.7203 0.7164
R2 0.7191 0.7191 0.7162
R1 0.7173 0.7173 0.7159 0.7167
PP 0.7161 0.7161 0.7161 0.7158
S1 0.7143 0.7143 0.7153 0.7137
S2 0.7131 0.7131 0.7151
S3 0.7101 0.7113 0.7148
S4 0.7071 0.7083 0.7140
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7373 0.7356 0.7268
R3 0.7325 0.7308 0.7255
R2 0.7277 0.7277 0.7251
R1 0.7260 0.7260 0.7246 0.7269
PP 0.7229 0.7229 0.7229 0.7234
S1 0.7212 0.7212 0.7238 0.7221
S2 0.7181 0.7181 0.7233
S3 0.7133 0.7164 0.7229
S4 0.7085 0.7116 0.7216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7247 0.7148 0.0099 1.4% 0.0018 0.2% 8% False True 107
10 0.7247 0.7148 0.0099 1.4% 0.0013 0.2% 8% False True 59
20 0.7430 0.7148 0.0282 3.9% 0.0013 0.2% 3% False True 34
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7306
2.618 0.7257
1.618 0.7227
1.000 0.7208
0.618 0.7197
HIGH 0.7178
0.618 0.7167
0.500 0.7163
0.382 0.7159
LOW 0.7148
0.618 0.7129
1.000 0.7118
1.618 0.7099
2.618 0.7069
4.250 0.7021
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 0.7163 0.7195
PP 0.7161 0.7182
S1 0.7158 0.7169

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

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