CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 0.6993 0.7125 0.0132 1.9% 0.6875
High 0.7123 0.7133 0.0010 0.1% 0.7087
Low 0.6993 0.7089 0.0096 1.4% 0.6842
Close 0.7108 0.7089 -0.0019 -0.3% 0.7073
Range 0.0130 0.0044 -0.0086 -66.2% 0.0245
ATR 0.0057 0.0056 -0.0001 -1.6% 0.0000
Volume 67 8 -59 -88.1% 394
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7236 0.7206 0.7113
R3 0.7192 0.7162 0.7101
R2 0.7148 0.7148 0.7097
R1 0.7118 0.7118 0.7093 0.7111
PP 0.7104 0.7104 0.7104 0.7100
S1 0.7074 0.7074 0.7085 0.7067
S2 0.7060 0.7060 0.7081
S3 0.7016 0.7030 0.7077
S4 0.6972 0.6986 0.7065
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 0.7133 0.6922 0.0211 3.0% 0.0068 1.0% 79% True False 48
10 0.7133 0.6842 0.0291 4.1% 0.0058 0.8% 85% True False 71
20 0.7247 0.6842 0.0405 5.7% 0.0042 0.6% 61% False False 95
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7320
2.618 0.7248
1.618 0.7204
1.000 0.7177
0.618 0.7160
HIGH 0.7133
0.618 0.7116
0.500 0.7111
0.382 0.7106
LOW 0.7089
0.618 0.7062
1.000 0.7045
1.618 0.7018
2.618 0.6974
4.250 0.6902
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 0.7111 0.7080
PP 0.7104 0.7072
S1 0.7096 0.7063

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

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