CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 0.7200 0.7250 0.0050 0.7% 0.7207
High 0.7240 0.7295 0.0055 0.8% 0.7250
Low 0.7174 0.7200 0.0026 0.4% 0.7150
Close 0.7227 0.7210 -0.0017 -0.2% 0.7227
Range 0.0066 0.0095 0.0029 43.9% 0.0100
ATR 0.0065 0.0067 0.0002 3.2% 0.0000
Volume 18 25 7 38.9% 167
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7520 0.7460 0.7262
R3 0.7425 0.7365 0.7236
R2 0.7330 0.7330 0.7227
R1 0.7270 0.7270 0.7219 0.7253
PP 0.7235 0.7235 0.7235 0.7226
S1 0.7175 0.7175 0.7201 0.7157
S2 0.7140 0.7140 0.7193
S3 0.7045 0.7080 0.7184
S4 0.6950 0.6985 0.7158
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7509 0.7468 0.7282
R3 0.7409 0.7368 0.7255
R2 0.7309 0.7309 0.7245
R1 0.7268 0.7268 0.7236 0.7289
PP 0.7209 0.7209 0.7209 0.7219
S1 0.7168 0.7168 0.7218 0.7189
S2 0.7109 0.7109 0.7209
S3 0.7009 0.7068 0.7200
S4 0.6909 0.6968 0.7172
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% 0.0072 1.0% 41% True False 33
10 0.7330 0.7112 0.0218 3.0% 0.0072 1.0% 45% False False 27
20 0.7330 0.6842 0.0488 6.8% 0.0067 0.9% 75% False False 44
40 0.7330 0.6842 0.0488 6.8% 0.0044 0.6% 75% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7699
2.618 0.7544
1.618 0.7449
1.000 0.7390
0.618 0.7354
HIGH 0.7295
0.618 0.7259
0.500 0.7248
0.382 0.7236
LOW 0.7200
0.618 0.7141
1.000 0.7105
1.618 0.7046
2.618 0.6951
4.250 0.6796
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 0.7248 0.7223
PP 0.7235 0.7218
S1 0.7223 0.7214

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

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