CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 0.7552 0.7588 0.0036 0.5% 0.7520
High 0.7595 0.7643 0.0048 0.6% 0.7599
Low 0.7545 0.7572 0.0027 0.4% 0.7513
Close 0.7589 0.7642 0.0053 0.7% 0.7538
Range 0.0050 0.0071 0.0021 42.0% 0.0086
ATR 0.0059 0.0060 0.0001 1.4% 0.0000
Volume 54 183 129 238.9% 1,506
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7832 0.7808 0.7681
R3 0.7761 0.7737 0.7662
R2 0.7690 0.7690 0.7655
R1 0.7666 0.7666 0.7649 0.7678
PP 0.7619 0.7619 0.7619 0.7625
S1 0.7595 0.7595 0.7635 0.7607
S2 0.7548 0.7548 0.7629
S3 0.7477 0.7524 0.7622
S4 0.7406 0.7453 0.7603
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7808 0.7759 0.7585
R3 0.7722 0.7673 0.7562
R2 0.7636 0.7636 0.7554
R1 0.7587 0.7587 0.7546 0.7612
PP 0.7550 0.7550 0.7550 0.7562
S1 0.7501 0.7501 0.7530 0.7526
S2 0.7464 0.7464 0.7522
S3 0.7378 0.7415 0.7514
S4 0.7292 0.7329 0.7491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7643 0.7513 0.0130 1.7% 0.0040 0.5% 99% True False 107
10 0.7643 0.7513 0.0130 1.7% 0.0053 0.7% 99% True False 214
20 0.7652 0.7490 0.0162 2.1% 0.0063 0.8% 94% False False 146
40 0.7760 0.7490 0.0270 3.5% 0.0056 0.7% 56% False False 88
60 0.8094 0.7490 0.0604 7.9% 0.0046 0.6% 25% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7945
2.618 0.7829
1.618 0.7758
1.000 0.7714
0.618 0.7687
HIGH 0.7643
0.618 0.7616
0.500 0.7608
0.382 0.7599
LOW 0.7572
0.618 0.7528
1.000 0.7501
1.618 0.7457
2.618 0.7386
4.250 0.7270
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 0.7631 0.7624
PP 0.7619 0.7605
S1 0.7608 0.7587

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

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