CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 0.7216 0.7325 0.0109 1.5% 0.7207
High 0.7320 0.7325 0.0005 0.1% 0.7250
Low 0.7216 0.7282 0.0066 0.9% 0.7150
Close 0.7291 0.7282 -0.0009 -0.1% 0.7227
Range 0.0104 0.0043 -0.0061 -58.7% 0.0100
ATR 0.0071 0.0069 -0.0002 -2.8% 0.0000
Volume 16 3 -13 -81.3% 167
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7425 0.7397 0.7306
R3 0.7382 0.7354 0.7294
R2 0.7339 0.7339 0.7290
R1 0.7311 0.7311 0.7286 0.7304
PP 0.7296 0.7296 0.7296 0.7293
S1 0.7268 0.7268 0.7278 0.7261
S2 0.7253 0.7253 0.7274
S3 0.7210 0.7225 0.7270
S4 0.7167 0.7182 0.7258
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 0.7325 0.7150 0.0175 2.4% 0.0073 1.0% 75% True False 20
10 0.7330 0.7150 0.0180 2.5% 0.0073 1.0% 73% False False 26
20 0.7330 0.6922 0.0408 5.6% 0.0068 0.9% 88% False False 33
40 0.7330 0.6842 0.0488 6.7% 0.0048 0.7% 90% False False 59
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 True
Stretch 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7508
2.618 0.7438
1.618 0.7395
1.000 0.7368
0.618 0.7352
HIGH 0.7325
0.618 0.7309
0.500 0.7304
0.382 0.7298
LOW 0.7282
0.618 0.7255
1.000 0.7239
1.618 0.7212
2.618 0.7169
4.250 0.7099
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 0.7304 0.7276
PP 0.7296 0.7269
S1 0.7289 0.7263

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

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