CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 0.7135 0.7117 -0.0018 -0.3% 0.7060
High 0.7176 0.7142 -0.0034 -0.5% 0.7176
Low 0.7108 0.7100 -0.0008 -0.1% 0.6993
Close 0.7124 0.7142 0.0018 0.3% 0.7142
Range 0.0068 0.0042 -0.0026 -38.2% 0.0183
ATR 0.0058 0.0057 -0.0001 -2.0% 0.0000
Volume 70 23 -47 -67.1% 183
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7254 0.7240 0.7165
R3 0.7212 0.7198 0.7154
R2 0.7170 0.7170 0.7150
R1 0.7156 0.7156 0.7146 0.7163
PP 0.7128 0.7128 0.7128 0.7132
S1 0.7114 0.7114 0.7138 0.7121
S2 0.7086 0.7086 0.7134
S3 0.7044 0.7072 0.7130
S4 0.7002 0.7030 0.7119
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7653 0.7580 0.7243
R3 0.7470 0.7397 0.7192
R2 0.7287 0.7287 0.7176
R1 0.7214 0.7214 0.7159 0.7250
PP 0.7104 0.7104 0.7104 0.7122
S1 0.7031 0.7031 0.7125 0.7068
S2 0.6921 0.6921 0.7108
S3 0.6738 0.6848 0.7092
S4 0.6555 0.6665 0.7041
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% 0.0065 0.9% 81% False False 36
10 0.7176 0.6842 0.0334 4.7% 0.0060 0.8% 90% False False 72
20 0.7242 0.6842 0.0400 5.6% 0.0046 0.6% 75% False False 97
40 0.7499 0.6842 0.0657 9.2% 0.0029 0.4% 46% False False 54
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7321
2.618 0.7252
1.618 0.7210
1.000 0.7184
0.618 0.7168
HIGH 0.7142
0.618 0.7126
0.500 0.7121
0.382 0.7116
LOW 0.7100
0.618 0.7074
1.000 0.7058
1.618 0.7032
2.618 0.6990
4.250 0.6922
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 0.7135 0.7139
PP 0.7128 0.7136
S1 0.7121 0.7133

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

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