CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 0.7575 0.7560 -0.0015 -0.2% 0.7556
High 0.7610 0.7585 -0.0025 -0.3% 0.7616
Low 0.7526 0.7524 -0.0002 0.0% 0.7507
Close 0.7576 0.7543 -0.0033 -0.4% 0.7543
Range 0.0084 0.0061 -0.0023 -27.4% 0.0109
ATR 0.0069 0.0068 -0.0001 -0.8% 0.0000
Volume 125 177 52 41.6% 643
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7734 0.7699 0.7577
R3 0.7673 0.7638 0.7560
R2 0.7612 0.7612 0.7554
R1 0.7577 0.7577 0.7549 0.7564
PP 0.7551 0.7551 0.7551 0.7544
S1 0.7516 0.7516 0.7537 0.7503
S2 0.7490 0.7490 0.7532
S3 0.7429 0.7455 0.7526
S4 0.7368 0.7394 0.7509
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7882 0.7822 0.7603
R3 0.7773 0.7713 0.7573
R2 0.7664 0.7664 0.7563
R1 0.7604 0.7604 0.7553 0.7580
PP 0.7555 0.7555 0.7555 0.7543
S1 0.7495 0.7495 0.7533 0.7471
S2 0.7446 0.7446 0.7523
S3 0.7337 0.7386 0.7513
S4 0.7228 0.7277 0.7483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7616 0.7507 0.0109 1.4% 0.0077 1.0% 33% False False 128
10 0.7630 0.7490 0.0140 1.9% 0.0076 1.0% 38% False False 94
20 0.7715 0.7490 0.0225 3.0% 0.0070 0.9% 24% False False 75
40 0.7838 0.7490 0.0348 4.6% 0.0053 0.7% 15% False False 45
60 0.8153 0.7490 0.0663 8.8% 0.0039 0.5% 8% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7844
2.618 0.7745
1.618 0.7684
1.000 0.7646
0.618 0.7623
HIGH 0.7585
0.618 0.7562
0.500 0.7555
0.382 0.7547
LOW 0.7524
0.618 0.7486
1.000 0.7463
1.618 0.7425
2.618 0.7364
4.250 0.7265
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 0.7555 0.7559
PP 0.7551 0.7553
S1 0.7547 0.7548

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

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