CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 0.7200 0.7205 0.0005 0.1% 0.7135
High 0.7225 0.7205 -0.0020 -0.3% 0.7330
Low 0.7155 0.7150 -0.0005 -0.1% 0.7112
Close 0.7194 0.7183 -0.0011 -0.2% 0.7205
Range 0.0070 0.0055 -0.0015 -21.4% 0.0218
ATR 0.0066 0.0065 -0.0001 -1.2% 0.0000
Volume 44 39 -5 -11.4% 119
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7344 0.7319 0.7213
R3 0.7289 0.7264 0.7198
R2 0.7234 0.7234 0.7193
R1 0.7209 0.7209 0.7188 0.7194
PP 0.7179 0.7179 0.7179 0.7172
S1 0.7154 0.7154 0.7178 0.7139
S2 0.7124 0.7124 0.7173
S3 0.7069 0.7099 0.7168
S4 0.7014 0.7044 0.7153
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 0.7295 0.7150 0.0145 2.0% 0.0070 1.0% 23% False True 34
10 0.7330 0.7100 0.0230 3.2% 0.0065 0.9% 36% False False 29
20 0.7330 0.6842 0.0488 6.8% 0.0062 0.9% 70% False False 52
40 0.7330 0.6842 0.0488 6.8% 0.0041 0.6% 70% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7439
2.618 0.7349
1.618 0.7294
1.000 0.7260
0.618 0.7239
HIGH 0.7205
0.618 0.7184
0.500 0.7178
0.382 0.7171
LOW 0.7150
0.618 0.7116
1.000 0.7095
1.618 0.7061
2.618 0.7006
4.250 0.6916
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 0.7181 0.7200
PP 0.7179 0.7194
S1 0.7178 0.7189

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

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