CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 0.7155 0.7259 0.0104 1.5% 0.7060
High 0.7271 0.7330 0.0059 0.8% 0.7176
Low 0.7155 0.7259 0.0104 1.5% 0.6993
Close 0.7258 0.7291 0.0033 0.5% 0.7142
Range 0.0116 0.0071 -0.0045 -38.8% 0.0183
ATR 0.0063 0.0064 0.0001 1.0% 0.0000
Volume 27 29 2 7.4% 183
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7506 0.7470 0.7330
R3 0.7435 0.7399 0.7311
R2 0.7364 0.7364 0.7304
R1 0.7328 0.7328 0.7298 0.7346
PP 0.7293 0.7293 0.7293 0.7303
S1 0.7257 0.7257 0.7284 0.7275
S2 0.7222 0.7222 0.7278
S3 0.7151 0.7186 0.7271
S4 0.7080 0.7115 0.7252
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 0.7330 0.7100 0.0230 3.2% 0.0061 0.8% 83% True False 24
10 0.7330 0.6993 0.0337 4.6% 0.0061 0.8% 88% True False 39
20 0.7330 0.6842 0.0488 6.7% 0.0054 0.7% 92% True False 73
40 0.7400 0.6842 0.0558 7.7% 0.0034 0.5% 80% False False 56
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 False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7632
2.618 0.7516
1.618 0.7445
1.000 0.7401
0.618 0.7374
HIGH 0.7330
0.618 0.7303
0.500 0.7295
0.382 0.7286
LOW 0.7259
0.618 0.7215
1.000 0.7188
1.618 0.7144
2.618 0.7073
4.250 0.6957
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 0.7295 0.7268
PP 0.7293 0.7244
S1 0.7292 0.7221

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

View Archives - Comment on this page... - Back to Index of Symbols