CME Canadian Dollar Future March 2016


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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

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

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