CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	0.7152	0.7106	-0.0046	-0.6%	0.7229
High	0.7158	0.7118	-0.0040	-0.6%	0.7240
Low	0.7084	0.7057	-0.0027	-0.4%	0.7174
Close	0.7090	0.7100	0.0010	0.1%	0.7233
Range	0.0074	0.0061	-0.0013	-17.6%	0.0066
ATR	0.0058	0.0058	0.0000	0.4%	0.0000
Volume	70,968	87,378	16,410	23.1%	131,937

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7275	0.7248	0.7134
R3	0.7214	0.7187	0.7117
R2	0.7153	0.7153	0.7111
R1	0.7126	0.7126	0.7106	0.7109
PP	0.7092	0.7092	0.7092	0.7083
S1	0.7065	0.7065	0.7094	0.7048
S2	0.7031	0.7031	0.7089
S3	0.6970	0.7004	0.7083
S4	0.6909	0.6943	0.7066

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7414	0.7389	0.7269
R3	0.7348	0.7323	0.7251
R2	0.7282	0.7282	0.7245
R1	0.7257	0.7257	0.7239	0.7270
PP	0.7216	0.7216	0.7216	0.7222
S1	0.7191	0.7191	0.7227	0.7204
S2	0.7150	0.7150	0.7221
S3	0.7084	0.7125	0.7215
S4	0.7018	0.7059	0.7197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7236	0.7057	0.0179	2.5%	0.0062	0.9%	24%	False	True	65,933
10	0.7240	0.7057	0.0183	2.6%	0.0056	0.8%	23%	False	True	49,109
20	0.7398	0.7057	0.0341	4.8%	0.0058	0.8%	13%	False	True	55,076
40	0.7558	0.7057	0.0501	7.1%	0.0052	0.7%	9%	False	True	29,957
60	0.7786	0.7057	0.0729	10.3%	0.0056	0.8%	6%	False	True	20,038
80	0.7786	0.7057	0.0729	10.3%	0.0057	0.8%	6%	False	True	15,059
100	0.7786	0.7057	0.0729	10.3%	0.0058	0.8%	6%	False	True	12,077
120	0.7786	0.7057	0.0729	10.3%	0.0056	0.8%	6%	False	True	10,067

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7377
2.618	0.7278
1.618	0.7217
1.000	0.7179
0.618	0.7156
HIGH	0.7118
0.618	0.7095
0.500	0.7088
0.382	0.7080
LOW	0.7057
0.618	0.7019
1.000	0.6996
1.618	0.6958
2.618	0.6897
4.250	0.6798

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	0.7096	0.7126
PP	0.7092	0.7117
S1	0.7088	0.7109

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols