CME Canadian Dollar Future March 2017


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 0.7674 0.7598 -0.0076 -1.0% 0.7574
High 0.7682 0.7620 -0.0062 -0.8% 0.7699
Low 0.7596 0.7561 -0.0035 -0.5% 0.7550
Close 0.7602 0.7567 -0.0036 -0.5% 0.7602
Range 0.0086 0.0059 -0.0027 -31.0% 0.0149
ATR 0.0059 0.0059 0.0000 0.0% 0.0000
Volume 85 85 0 0.0% 588
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7760 0.7722 0.7599
R3 0.7701 0.7663 0.7583
R2 0.7642 0.7642 0.7577
R1 0.7604 0.7604 0.7572 0.7593
PP 0.7583 0.7583 0.7583 0.7577
S1 0.7545 0.7545 0.7561 0.7534
S2 0.7524 0.7524 0.7556
S3 0.7465 0.7486 0.7550
S4 0.7406 0.7427 0.7534
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8064 0.7982 0.7684
R3 0.7915 0.7833 0.7643
R2 0.7766 0.7766 0.7629
R1 0.7684 0.7684 0.7616 0.7725
PP 0.7617 0.7617 0.7617 0.7638
S1 0.7535 0.7535 0.7588 0.7576
S2 0.7468 0.7468 0.7575
S3 0.7319 0.7386 0.7561
S4 0.7170 0.7237 0.7520
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 2.0% 0.0063 0.8% 11% False False 126
10 0.7699 0.7550 0.0149 2.0% 0.0059 0.8% 11% False False 130
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7871
2.618 0.7774
1.618 0.7715
1.000 0.7679
0.618 0.7656
HIGH 0.7620
0.618 0.7597
0.500 0.7591
0.382 0.7584
LOW 0.7561
0.618 0.7525
1.000 0.7502
1.618 0.7466
2.618 0.7407
4.250 0.7310
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 0.7591 0.7630
PP 0.7583 0.7609
S1 0.7575 0.7588

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

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