CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 0.7586 0.7613 0.0027 0.3% 0.7670
High 0.7621 0.7616 -0.0006 -0.1% 0.7682
Low 0.7570 0.7559 -0.0011 -0.1% 0.7559
Close 0.7610 0.7577 -0.0033 -0.4% 0.7577
Range 0.0052 0.0057 0.0006 10.7% 0.0124
ATR 0.0000 0.0054 0.0054 0.0000
Volume 169 194 25 14.8% 963
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7755 0.7723 0.7608
R3 0.7698 0.7666 0.7592
R2 0.7641 0.7641 0.7587
R1 0.7609 0.7609 0.7582 0.7596
PP 0.7584 0.7584 0.7584 0.7577
S1 0.7552 0.7552 0.7571 0.7539
S2 0.7527 0.7527 0.7566
S3 0.7470 0.7495 0.7561
S4 0.7413 0.7438 0.7545
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7976 0.7900 0.7644
R3 0.7853 0.7776 0.7610
R2 0.7729 0.7729 0.7599
R1 0.7653 0.7653 0.7588 0.7629
PP 0.7606 0.7606 0.7606 0.7594
S1 0.7529 0.7529 0.7565 0.7506
S2 0.7482 0.7482 0.7554
S3 0.7359 0.7406 0.7543
S4 0.7235 0.7282 0.7509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7682 0.7559 0.0124 1.6% 0.0056 0.7% 15% False True 192
10 0.7803 0.7559 0.0244 3.2% 0.0062 0.8% 7% False True 165
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7858
2.618 0.7765
1.618 0.7708
1.000 0.7673
0.618 0.7651
HIGH 0.7616
0.618 0.7594
0.500 0.7587
0.382 0.7580
LOW 0.7559
0.618 0.7523
1.000 0.7502
1.618 0.7466
2.618 0.7409
4.250 0.7316
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 0.7587 0.7590
PP 0.7584 0.7585
S1 0.7580 0.7581

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

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