CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 0.7300 0.7288 -0.0012 -0.2% 0.7250
High 0.7324 0.7288 -0.0036 -0.5% 0.7325
Low 0.7299 0.7250 -0.0049 -0.7% 0.7200
Close 0.7299 0.7273 -0.0026 -0.4% 0.7267
Range 0.0025 0.0038 0.0013 52.0% 0.0125
ATR 0.0066 0.0065 -0.0001 -1.8% 0.0000
Volume 6 29 23 383.3% 57
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7384 0.7367 0.7294
R3 0.7346 0.7329 0.7283
R2 0.7308 0.7308 0.7280
R1 0.7291 0.7291 0.7276 0.7281
PP 0.7270 0.7270 0.7270 0.7265
S1 0.7253 0.7253 0.7270 0.7243
S2 0.7232 0.7232 0.7266
S3 0.7194 0.7215 0.7263
S4 0.7156 0.7177 0.7252
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 0.7216 0.0109 1.5% 0.0049 0.7% 52% False False 13
10 0.7325 0.7150 0.0175 2.4% 0.0061 0.8% 70% False False 23
20 0.7330 0.6993 0.0337 4.6% 0.0065 0.9% 83% False False 27
40 0.7330 0.6842 0.0488 6.7% 0.0049 0.7% 88% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7450
2.618 0.7387
1.618 0.7349
1.000 0.7326
0.618 0.7311
HIGH 0.7288
0.618 0.7273
0.500 0.7269
0.382 0.7265
LOW 0.7250
0.618 0.7227
1.000 0.7212
1.618 0.7189
2.618 0.7151
4.250 0.7089
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 0.7272 0.7282
PP 0.7270 0.7279
S1 0.7269 0.7276

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

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