CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 0.7065 0.7060 -0.0005 -0.1% 0.6875
High 0.7087 0.7060 -0.0027 -0.4% 0.7087
Low 0.7065 0.7019 -0.0046 -0.7% 0.6842
Close 0.7073 0.7035 -0.0038 -0.5% 0.7073
Range 0.0022 0.0041 0.0019 86.4% 0.0245
ATR 0.0051 0.0051 0.0000 0.4% 0.0000
Volume 110 15 -95 -86.4% 394
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7161 0.7139 0.7058
R3 0.7120 0.7098 0.7046
R2 0.7079 0.7079 0.7043
R1 0.7057 0.7057 0.7039 0.7048
PP 0.7038 0.7038 0.7038 0.7033
S1 0.7016 0.7016 0.7031 0.7007
S2 0.6997 0.6997 0.7027
S3 0.6956 0.6975 0.7024
S4 0.6915 0.6934 0.7012
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7736 0.7649 0.7208
R3 0.7491 0.7404 0.7140
R2 0.7246 0.7246 0.7118
R1 0.7159 0.7159 0.7095 0.7203
PP 0.7001 0.7001 0.7001 0.7022
S1 0.6914 0.6914 0.7051 0.6958
S2 0.6756 0.6756 0.7028
S3 0.6511 0.6669 0.7006
S4 0.6266 0.6424 0.6938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7087 0.6842 0.0245 3.5% 0.0057 0.8% 79% False False 81
10 0.7087 0.6842 0.0245 3.5% 0.0048 0.7% 79% False False 91
20 0.7247 0.6842 0.0405 5.8% 0.0034 0.5% 48% False False 91
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7234
2.618 0.7167
1.618 0.7126
1.000 0.7101
0.618 0.7085
HIGH 0.7060
0.618 0.7044
0.500 0.7040
0.382 0.7035
LOW 0.7019
0.618 0.6994
1.000 0.6978
1.618 0.6953
2.618 0.6912
4.250 0.6845
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 0.7040 0.7025
PP 0.7038 0.7015
S1 0.7037 0.7005

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

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