CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 0.7118 0.7254 0.0136 1.9% 0.7072
High 0.7269 0.7331 0.0062 0.9% 0.7170
Low 0.7090 0.7247 0.0157 2.2% 0.6981
Close 0.7252 0.7285 0.0033 0.5% 0.7137
Range 0.0179 0.0084 -0.0095 -53.1% 0.0189
ATR 0.0086 0.0086 0.0000 -0.2% 0.0000
Volume 123,782 92,251 -31,531 -25.5% 478,823
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7540 0.7496 0.7331
R3 0.7456 0.7412 0.7308
R2 0.7372 0.7372 0.7300
R1 0.7328 0.7328 0.7293 0.7350
PP 0.7288 0.7288 0.7288 0.7299
S1 0.7244 0.7244 0.7277 0.7266
S2 0.7204 0.7204 0.7270
S3 0.7120 0.7160 0.7262
S4 0.7036 0.7076 0.7239
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7663 0.7589 0.7241
R3 0.7474 0.7400 0.7189
R2 0.7285 0.7285 0.7172
R1 0.7211 0.7211 0.7154 0.7248
PP 0.7096 0.7096 0.7096 0.7115
S1 0.7022 0.7022 0.7120 0.7059
S2 0.6907 0.6907 0.7102
S3 0.6718 0.6833 0.7085
S4 0.6529 0.6644 0.7033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7331 0.7088 0.0243 3.3% 0.0097 1.3% 81% True False 93,819
10 0.7331 0.6981 0.0350 4.8% 0.0095 1.3% 87% True False 95,264
20 0.7331 0.6809 0.0522 7.2% 0.0089 1.2% 91% True False 97,600
40 0.7404 0.6809 0.0595 8.2% 0.0074 1.0% 80% False False 75,226
60 0.7558 0.6809 0.0749 10.3% 0.0064 0.9% 64% False False 51,051
80 0.7786 0.6809 0.0977 13.4% 0.0065 0.9% 49% False False 38,336
100 0.7786 0.6809 0.0977 13.4% 0.0063 0.9% 49% False False 30,694
120 0.7786 0.6809 0.0977 13.4% 0.0063 0.9% 49% False False 25,603
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7688
2.618 0.7551
1.618 0.7467
1.000 0.7415
0.618 0.7383
HIGH 0.7331
0.618 0.7299
0.500 0.7289
0.382 0.7279
LOW 0.7247
0.618 0.7195
1.000 0.7163
1.618 0.7111
2.618 0.7027
4.250 0.6890
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 0.7289 0.7260
PP 0.7288 0.7235
S1 0.7286 0.7211

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

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