CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 0.7166 0.7142 -0.0024 -0.3% 0.7207
High 0.7178 0.7142 -0.0036 -0.5% 0.7247
Low 0.7148 0.7100 -0.0048 -0.7% 0.7199
Close 0.7156 0.7101 -0.0055 -0.8% 0.7242
Range 0.0030 0.0042 0.0012 40.0% 0.0048
ATR 0.0034 0.0036 0.0002 4.6% 0.0000
Volume 101 93 -8 -7.9% 52
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7240 0.7213 0.7124
R3 0.7198 0.7171 0.7113
R2 0.7156 0.7156 0.7109
R1 0.7129 0.7129 0.7105 0.7122
PP 0.7114 0.7114 0.7114 0.7111
S1 0.7087 0.7087 0.7097 0.7080
S2 0.7072 0.7072 0.7093
S3 0.7030 0.7045 0.7089
S4 0.6988 0.7003 0.7078
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 0.7242 0.7100 0.0142 2.0% 0.0026 0.4% 1% False True 118
10 0.7247 0.7100 0.0147 2.1% 0.0015 0.2% 1% False True 64
20 0.7400 0.7100 0.0300 4.2% 0.0014 0.2% 0% False True 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7321
2.618 0.7252
1.618 0.7210
1.000 0.7184
0.618 0.7168
HIGH 0.7142
0.618 0.7126
0.500 0.7121
0.382 0.7116
LOW 0.7100
0.618 0.7074
1.000 0.7058
1.618 0.7032
2.618 0.6990
4.250 0.6922
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 0.7121 0.7141
PP 0.7114 0.7128
S1 0.7108 0.7114

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

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