CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 0.7275 0.7300 0.0025 0.3% 0.7250
High 0.7275 0.7324 0.0049 0.7% 0.7325
Low 0.7240 0.7299 0.0059 0.8% 0.7200
Close 0.7267 0.7299 0.0032 0.4% 0.7267
Range 0.0035 0.0025 -0.0010 -28.6% 0.0125
ATR 0.0067 0.0066 -0.0001 -1.0% 0.0000
Volume 13 6 -7 -53.8% 57
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7382 0.7366 0.7313
R3 0.7357 0.7341 0.7306
R2 0.7332 0.7332 0.7304
R1 0.7316 0.7316 0.7301 0.7312
PP 0.7307 0.7307 0.7307 0.7305
S1 0.7291 0.7291 0.7297 0.7287
S2 0.7282 0.7282 0.7294
S3 0.7257 0.7266 0.7292
S4 0.7232 0.7241 0.7285
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 0.7200 0.0125 1.7% 0.0060 0.8% 79% False False 12
10 0.7325 0.7150 0.0175 2.4% 0.0063 0.9% 85% False False 23
20 0.7330 0.6993 0.0337 4.6% 0.0065 0.9% 91% False False 26
40 0.7330 0.6842 0.0488 6.7% 0.0048 0.7% 94% 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 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7430
2.618 0.7389
1.618 0.7364
1.000 0.7349
0.618 0.7339
HIGH 0.7324
0.618 0.7314
0.500 0.7312
0.382 0.7309
LOW 0.7299
0.618 0.7284
1.000 0.7274
1.618 0.7259
2.618 0.7234
4.250 0.7193
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 0.7312 0.7294
PP 0.7307 0.7288
S1 0.7303 0.7283

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

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