CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 0.7454 0.7502 0.0048 0.6% 0.7420
High 0.7508 0.7541 0.0033 0.4% 0.7508
Low 0.7438 0.7491 0.0053 0.7% 0.7388
Close 0.7508 0.7536 0.0028 0.4% 0.7508
Range 0.0070 0.0050 -0.0020 -28.6% 0.0120
ATR 0.0063 0.0062 -0.0001 -1.5% 0.0000
Volume 26 56 30 115.4% 171
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7673 0.7654 0.7564
R3 0.7623 0.7604 0.7550
R2 0.7573 0.7573 0.7545
R1 0.7554 0.7554 0.7541 0.7564
PP 0.7523 0.7523 0.7523 0.7527
S1 0.7504 0.7504 0.7531 0.7514
S2 0.7473 0.7473 0.7527
S3 0.7423 0.7454 0.7522
S4 0.7373 0.7404 0.7509
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7828 0.7788 0.7574
R3 0.7708 0.7668 0.7541
R2 0.7588 0.7588 0.7530
R1 0.7548 0.7548 0.7519 0.7568
PP 0.7468 0.7468 0.7468 0.7478
S1 0.7428 0.7428 0.7497 0.7448
S2 0.7348 0.7348 0.7486
S3 0.7228 0.7308 0.7475
S4 0.7108 0.7188 0.7442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7541 0.7396 0.0145 1.9% 0.0057 0.8% 97% True False 41
10 0.7541 0.7222 0.0319 4.2% 0.0054 0.7% 98% True False 35
20 0.7541 0.7150 0.0391 5.2% 0.0058 0.8% 99% True False 29
40 0.7541 0.6842 0.0699 9.3% 0.0058 0.8% 99% True False 45
60 0.7541 0.6842 0.0699 9.3% 0.0044 0.6% 99% True False 47
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7754
2.618 0.7672
1.618 0.7622
1.000 0.7591
0.618 0.7572
HIGH 0.7541
0.618 0.7522
0.500 0.7516
0.382 0.7510
LOW 0.7491
0.618 0.7460
1.000 0.7441
1.618 0.7410
2.618 0.7360
4.250 0.7279
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 0.7529 0.7519
PP 0.7523 0.7502
S1 0.7516 0.7485

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

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