CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 0.7042 0.6965 -0.0077 -1.1% 0.7170
High 0.7042 0.6981 -0.0061 -0.9% 0.7182
Low 0.6975 0.6965 -0.0010 -0.1% 0.7074
Close 0.6976 0.6979 0.0003 0.0% 0.7084
Range 0.0067 0.0016 -0.0051 -76.1% 0.0108
ATR 0.0039 0.0038 -0.0002 -4.2% 0.0000
Volume 34 52 18 52.9% 860
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7023 0.7017 0.6988
R3 0.7007 0.7001 0.6983
R2 0.6991 0.6991 0.6982
R1 0.6985 0.6985 0.6980 0.6988
PP 0.6975 0.6975 0.6975 0.6977
S1 0.6969 0.6969 0.6978 0.6972
S2 0.6959 0.6959 0.6976
S3 0.6943 0.6953 0.6975
S4 0.6927 0.6937 0.6970
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 0.7101 0.6965 0.0136 1.9% 0.0035 0.5% 10% False True 77
10 0.7242 0.6965 0.0277 4.0% 0.0031 0.4% 5% False True 121
20 0.7270 0.6965 0.0305 4.4% 0.0021 0.3% 5% False True 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7049
2.618 0.7023
1.618 0.7007
1.000 0.6997
0.618 0.6991
HIGH 0.6981
0.618 0.6975
0.500 0.6973
0.382 0.6971
LOW 0.6965
0.618 0.6955
1.000 0.6949
1.618 0.6939
2.618 0.6923
4.250 0.6897
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 0.6977 0.7004
PP 0.6975 0.6995
S1 0.6973 0.6987

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

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