CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 0.7295 0.7207 -0.0088 -1.2% 0.7135
High 0.7295 0.7225 -0.0070 -1.0% 0.7330
Low 0.7205 0.7167 -0.0038 -0.5% 0.7112
Close 0.7205 0.7183 -0.0022 -0.3% 0.7205
Range 0.0090 0.0058 -0.0032 -35.6% 0.0218
ATR 0.0066 0.0065 -0.0001 -0.8% 0.0000
Volume 21 23 2 9.5% 119
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7366 0.7332 0.7215
R3 0.7308 0.7274 0.7199
R2 0.7250 0.7250 0.7194
R1 0.7216 0.7216 0.7188 0.7204
PP 0.7192 0.7192 0.7192 0.7186
S1 0.7158 0.7158 0.7178 0.7146
S2 0.7134 0.7134 0.7172
S3 0.7076 0.7100 0.7167
S4 0.7018 0.7042 0.7151
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7870 0.7755 0.7325
R3 0.7652 0.7537 0.7265
R2 0.7434 0.7434 0.7245
R1 0.7319 0.7319 0.7225 0.7377
PP 0.7216 0.7216 0.7216 0.7244
S1 0.7101 0.7101 0.7185 0.7159
S2 0.6998 0.6998 0.7165
S3 0.6780 0.6883 0.7145
S4 0.6562 0.6665 0.7085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7330 0.7112 0.0218 3.0% 0.0072 1.0% 33% False False 21
10 0.7330 0.6993 0.0337 4.7% 0.0069 1.0% 56% False False 31
20 0.7330 0.6842 0.0488 6.8% 0.0059 0.8% 70% False False 61
40 0.7350 0.6842 0.0508 7.1% 0.0037 0.5% 67% False False 56
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7472
2.618 0.7377
1.618 0.7319
1.000 0.7283
0.618 0.7261
HIGH 0.7225
0.618 0.7203
0.500 0.7196
0.382 0.7189
LOW 0.7167
0.618 0.7131
1.000 0.7109
1.618 0.7073
2.618 0.7015
4.250 0.6921
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 0.7196 0.7249
PP 0.7192 0.7227
S1 0.7187 0.7205

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

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