CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 0.7101 0.7069 -0.0032 -0.5% 0.7170
High 0.7101 0.7069 -0.0032 -0.5% 0.7182
Low 0.7083 0.7034 -0.0049 -0.7% 0.7074
Close 0.7084 0.7042 -0.0042 -0.6% 0.7084
Range 0.0018 0.0035 0.0017 94.4% 0.0108
ATR 0.0036 0.0037 0.0001 2.9% 0.0000
Volume 30 213 183 610.0% 860
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7153 0.7133 0.7061
R3 0.7118 0.7098 0.7052
R2 0.7083 0.7083 0.7048
R1 0.7063 0.7063 0.7045 0.7056
PP 0.7048 0.7048 0.7048 0.7045
S1 0.7028 0.7028 0.7039 0.7021
S2 0.7013 0.7013 0.7036
S3 0.6978 0.6993 0.7032
S4 0.6943 0.6958 0.7023
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 0.7178 0.7034 0.0144 2.0% 0.0034 0.5% 6% False True 138
10 0.7247 0.7034 0.0213 3.0% 0.0023 0.3% 4% False True 112
20 0.7325 0.7034 0.0291 4.1% 0.0017 0.2% 3% False True 62
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7218
2.618 0.7161
1.618 0.7126
1.000 0.7104
0.618 0.7091
HIGH 0.7069
0.618 0.7056
0.500 0.7052
0.382 0.7047
LOW 0.7034
0.618 0.7012
1.000 0.6999
1.618 0.6977
2.618 0.6942
4.250 0.6885
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 0.7052 0.7077
PP 0.7048 0.7065
S1 0.7045 0.7054

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

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