CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 0.7325 0.7275 -0.0050 -0.7% 0.7250
High 0.7325 0.7275 -0.0050 -0.7% 0.7325
Low 0.7282 0.7240 -0.0042 -0.6% 0.7200
Close 0.7282 0.7267 -0.0015 -0.2% 0.7267
Range 0.0043 0.0035 -0.0008 -18.6% 0.0125
ATR 0.0069 0.0067 -0.0002 -2.8% 0.0000
Volume 3 13 10 333.3% 57
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7366 0.7351 0.7286
R3 0.7331 0.7316 0.7277
R2 0.7296 0.7296 0.7273
R1 0.7281 0.7281 0.7270 0.7271
PP 0.7261 0.7261 0.7261 0.7256
S1 0.7246 0.7246 0.7264 0.7236
S2 0.7226 0.7226 0.7261
S3 0.7191 0.7211 0.7257
S4 0.7156 0.7176 0.7248
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7639 0.7578 0.7336
R3 0.7514 0.7453 0.7301
R2 0.7389 0.7389 0.7290
R1 0.7328 0.7328 0.7278 0.7359
PP 0.7264 0.7264 0.7264 0.7279
S1 0.7203 0.7203 0.7256 0.7234
S2 0.7139 0.7139 0.7244
S3 0.7014 0.7078 0.7233
S4 0.6889 0.6953 0.7198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7325 0.7174 0.0151 2.1% 0.0069 0.9% 62% False False 15
10 0.7325 0.7150 0.0175 2.4% 0.0069 1.0% 67% False False 24
20 0.7330 0.6993 0.0337 4.6% 0.0065 0.9% 81% False False 31
40 0.7330 0.6842 0.0488 6.7% 0.0048 0.7% 87% 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 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7424
2.618 0.7367
1.618 0.7332
1.000 0.7310
0.618 0.7297
HIGH 0.7275
0.618 0.7262
0.500 0.7258
0.382 0.7253
LOW 0.7240
0.618 0.7218
1.000 0.7205
1.618 0.7183
2.618 0.7148
4.250 0.7091
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 0.7264 0.7271
PP 0.7261 0.7269
S1 0.7258 0.7268

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

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