CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 0.7598 0.7650 0.0052 0.7% 0.7670
High 0.7641 0.7699 0.0059 0.8% 0.7682
Low 0.7550 0.7650 0.0100 1.3% 0.7559
Close 0.7612 0.7664 0.0052 0.7% 0.7577
Range 0.0090 0.0049 -0.0041 -45.9% 0.0124
ATR 0.0054 0.0057 0.0002 4.4% 0.0000
Volume 88 65 -23 -26.1% 963
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7818 0.7790 0.7690
R3 0.7769 0.7741 0.7677
R2 0.7720 0.7720 0.7672
R1 0.7692 0.7692 0.7668 0.7706
PP 0.7671 0.7671 0.7671 0.7678
S1 0.7643 0.7643 0.7659 0.7657
S2 0.7622 0.7622 0.7655
S3 0.7573 0.7594 0.7650
S4 0.7524 0.7545 0.7637
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 0.7699 0.7550 0.0149 1.9% 0.0053 0.7% 76% True False 139
10 0.7752 0.7550 0.0202 2.6% 0.0057 0.7% 56% False False 154
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7907
2.618 0.7827
1.618 0.7778
1.000 0.7748
0.618 0.7729
HIGH 0.7699
0.618 0.7680
0.500 0.7675
0.382 0.7669
LOW 0.7650
0.618 0.7620
1.000 0.7601
1.618 0.7571
2.618 0.7522
4.250 0.7442
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 0.7675 0.7651
PP 0.7671 0.7638
S1 0.7667 0.7625

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

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