CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	0.6967	0.6869	-0.0098	-1.4%	0.7054
High	0.6972	0.6930	-0.0042	-0.6%	0.7109
Low	0.6871	0.6855	-0.0016	-0.2%	0.6871
Close	0.6878	0.6864	-0.0014	-0.2%	0.6878
Range	0.0101	0.0075	-0.0026	-25.7%	0.0238
ATR	0.0064	0.0065	0.0001	1.2%	0.0000
Volume	115,479	120,534	5,055	4.4%	457,575

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7108	0.7061	0.6905
R3	0.7033	0.6986	0.6885
R2	0.6958	0.6958	0.6878
R1	0.6911	0.6911	0.6871	0.6897
PP	0.6883	0.6883	0.6883	0.6876
S1	0.6836	0.6836	0.6857	0.6822
S2	0.6808	0.6808	0.6850
S3	0.6733	0.6761	0.6843
S4	0.6658	0.6686	0.6823

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7667	0.7510	0.7009
R3	0.7429	0.7272	0.6943
R2	0.7191	0.7191	0.6922
R1	0.7034	0.7034	0.6900	0.6994
PP	0.6953	0.6953	0.6953	0.6932
S1	0.6796	0.6796	0.6856	0.6756
S2	0.6715	0.6715	0.6834
S3	0.6477	0.6558	0.6813
S4	0.6239	0.6320	0.6747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7054	0.6855	0.0199	2.9%	0.0074	1.1%	5%	False	True	100,885
10	0.7195	0.6855	0.0340	5.0%	0.0072	1.0%	3%	False	True	86,646
20	0.7240	0.6855	0.0385	5.6%	0.0061	0.9%	2%	False	True	63,933
40	0.7546	0.6855	0.0691	10.1%	0.0058	0.9%	1%	False	True	46,002
60	0.7665	0.6855	0.0810	11.8%	0.0057	0.8%	1%	False	True	30,765
80	0.7786	0.6855	0.0931	13.6%	0.0058	0.8%	1%	False	True	23,114
100	0.7786	0.6855	0.0931	13.6%	0.0058	0.9%	1%	False	True	18,523
120	0.7786	0.6855	0.0931	13.6%	0.0059	0.9%	1%	False	True	15,442

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7249
2.618	0.7126
1.618	0.7051
1.000	0.7005
0.618	0.6976
HIGH	0.6930
0.618	0.6901
0.500	0.6893
0.382	0.6884
LOW	0.6855
0.618	0.6809
1.000	0.6780
1.618	0.6734
2.618	0.6659
4.250	0.6536

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	0.6893	0.6916
PP	0.6883	0.6899
S1	0.6874	0.6881

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