CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 0.7271 0.7196 -0.0075 -1.0% 0.7149
High 0.7294 0.7225 -0.0069 -0.9% 0.7331
Low 0.7184 0.7154 -0.0030 -0.4% 0.7090
Close 0.7199 0.7176 -0.0023 -0.3% 0.7199
Range 0.0110 0.0071 -0.0039 -35.5% 0.0241
ATR 0.0087 0.0086 -0.0001 -1.3% 0.0000
Volume 86,143 59,277 -26,866 -31.2% 460,007
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7398 0.7358 0.7215
R3 0.7327 0.7287 0.7196
R2 0.7256 0.7256 0.7189
R1 0.7216 0.7216 0.7183 0.7201
PP 0.7185 0.7185 0.7185 0.7177
S1 0.7145 0.7145 0.7169 0.7130
S2 0.7114 0.7114 0.7163
S3 0.7043 0.7074 0.7156
S4 0.6972 0.7003 0.7137
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7930 0.7805 0.7332
R3 0.7689 0.7564 0.7265
R2 0.7448 0.7448 0.7243
R1 0.7323 0.7323 0.7221 0.7386
PP 0.7207 0.7207 0.7207 0.7238
S1 0.7082 0.7082 0.7177 0.7145
S2 0.6966 0.6966 0.7155
S3 0.6725 0.6841 0.7133
S4 0.6484 0.6600 0.7066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7331 0.7090 0.0241 3.4% 0.0103 1.4% 36% False False 86,708
10 0.7331 0.6981 0.0350 4.9% 0.0096 1.3% 56% False False 92,437
20 0.7331 0.6809 0.0522 7.3% 0.0092 1.3% 70% False False 97,150
40 0.7390 0.6809 0.0581 8.1% 0.0075 1.0% 63% False False 76,349
60 0.7558 0.6809 0.0749 10.4% 0.0066 0.9% 49% False False 53,468
80 0.7786 0.6809 0.0977 13.6% 0.0065 0.9% 38% False False 40,153
100 0.7786 0.6809 0.0977 13.6% 0.0064 0.9% 38% False False 32,148
120 0.7786 0.6809 0.0977 13.6% 0.0064 0.9% 38% False False 26,815
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7527
2.618 0.7411
1.618 0.7340
1.000 0.7296
0.618 0.7269
HIGH 0.7225
0.618 0.7198
0.500 0.7190
0.382 0.7181
LOW 0.7154
0.618 0.7110
1.000 0.7083
1.618 0.7039
2.618 0.6968
4.250 0.6852
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 0.7190 0.7243
PP 0.7185 0.7220
S1 0.7181 0.7198

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

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