CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 0.7487 0.7631 0.0144 1.9% 0.7502
High 0.7635 0.7727 0.0092 1.2% 0.7591
Low 0.7476 0.7631 0.0155 2.1% 0.7450
Close 0.7603 0.7699 0.0096 1.3% 0.7567
Range 0.0159 0.0096 -0.0063 -39.6% 0.0141
ATR 0.0075 0.0079 0.0003 4.6% 0.0000
Volume 221 356 135 61.1% 592
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7974 0.7932 0.7752
R3 0.7878 0.7836 0.7725
R2 0.7782 0.7782 0.7717
R1 0.7740 0.7740 0.7708 0.7761
PP 0.7686 0.7686 0.7686 0.7696
S1 0.7644 0.7644 0.7690 0.7665
S2 0.7590 0.7590 0.7681
S3 0.7494 0.7548 0.7673
S4 0.7398 0.7452 0.7646
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7959 0.7904 0.7645
R3 0.7818 0.7763 0.7606
R2 0.7677 0.7677 0.7593
R1 0.7622 0.7622 0.7580 0.7649
PP 0.7536 0.7536 0.7536 0.7550
S1 0.7481 0.7481 0.7554 0.7509
S2 0.7395 0.7395 0.7541
S3 0.7254 0.7340 0.7528
S4 0.7113 0.7199 0.7489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7727 0.7465 0.0262 3.4% 0.0080 1.0% 89% True False 163
10 0.7727 0.7438 0.0289 3.8% 0.0079 1.0% 90% True False 131
20 0.7727 0.7222 0.0505 6.6% 0.0063 0.8% 94% True False 80
40 0.7727 0.6922 0.0805 10.5% 0.0066 0.9% 97% True False 56
60 0.7727 0.6842 0.0885 11.5% 0.0053 0.7% 97% True False 66
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8135
2.618 0.7978
1.618 0.7882
1.000 0.7823
0.618 0.7786
HIGH 0.7727
0.618 0.7690
0.500 0.7679
0.382 0.7668
LOW 0.7631
0.618 0.7572
1.000 0.7535
1.618 0.7476
2.618 0.7380
4.250 0.7223
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 0.7692 0.7665
PP 0.7686 0.7630
S1 0.7679 0.7596

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

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