CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 0.7090 0.7101 0.0011 0.2% 0.7170
High 0.7119 0.7101 -0.0018 -0.3% 0.7182
Low 0.7074 0.7083 0.0009 0.1% 0.7074
Close 0.7110 0.7084 -0.0026 -0.4% 0.7084
Range 0.0045 0.0018 -0.0027 -60.0% 0.0108
ATR 0.0036 0.0036 -0.0001 -1.8% 0.0000
Volume 254 30 -224 -88.2% 860
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7143 0.7132 0.7094
R3 0.7125 0.7114 0.7089
R2 0.7107 0.7107 0.7087
R1 0.7096 0.7096 0.7086 0.7093
PP 0.7089 0.7089 0.7089 0.7088
S1 0.7078 0.7078 0.7082 0.7075
S2 0.7071 0.7071 0.7081
S3 0.7053 0.7060 0.7079
S4 0.7035 0.7042 0.7074
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7437 0.7369 0.7143
R3 0.7329 0.7261 0.7114
R2 0.7221 0.7221 0.7104
R1 0.7153 0.7153 0.7094 0.7133
PP 0.7113 0.7113 0.7113 0.7104
S1 0.7045 0.7045 0.7074 0.7025
S2 0.7005 0.7005 0.7064
S3 0.6897 0.6937 0.7054
S4 0.6789 0.6829 0.7025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7182 0.7074 0.0108 1.5% 0.0030 0.4% 9% False False 172
10 0.7247 0.7074 0.0173 2.4% 0.0019 0.3% 6% False False 91
20 0.7350 0.7074 0.0276 3.9% 0.0015 0.2% 4% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7178
2.618 0.7148
1.618 0.7130
1.000 0.7119
0.618 0.7112
HIGH 0.7101
0.618 0.7094
0.500 0.7092
0.382 0.7090
LOW 0.7083
0.618 0.7072
1.000 0.7065
1.618 0.7054
2.618 0.7036
4.250 0.7007
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 0.7092 0.7108
PP 0.7089 0.7100
S1 0.7087 0.7092

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

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