CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 0.7125 0.7135 0.0010 0.1% 0.6875
High 0.7133 0.7176 0.0043 0.6% 0.7087
Low 0.7089 0.7108 0.0019 0.3% 0.6842
Close 0.7089 0.7124 0.0035 0.5% 0.7073
Range 0.0044 0.0068 0.0024 54.5% 0.0245
ATR 0.0056 0.0058 0.0002 3.9% 0.0000
Volume 8 70 62 775.0% 394
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7340 0.7300 0.7161
R3 0.7272 0.7232 0.7143
R2 0.7204 0.7204 0.7136
R1 0.7164 0.7164 0.7130 0.7150
PP 0.7136 0.7136 0.7136 0.7129
S1 0.7096 0.7096 0.7118 0.7082
S2 0.7068 0.7068 0.7112
S3 0.7000 0.7028 0.7105
S4 0.6932 0.6960 0.7087
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 0.7176 0.6993 0.0183 2.6% 0.0061 0.9% 72% True False 54
10 0.7176 0.6842 0.0334 4.7% 0.0058 0.8% 84% True False 75
20 0.7242 0.6842 0.0400 5.6% 0.0046 0.6% 71% False False 96
40 0.7499 0.6842 0.0657 9.2% 0.0028 0.4% 43% False False 53
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7354
1.618 0.7286
1.000 0.7244
0.618 0.7218
HIGH 0.7176
0.618 0.7150
0.500 0.7142
0.382 0.7134
LOW 0.7108
0.618 0.7066
1.000 0.7040
1.618 0.6998
2.618 0.6930
4.250 0.6819
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 0.7142 0.7111
PP 0.7136 0.7098
S1 0.7130 0.7085

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

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