CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	0.7524	0.7454	-0.0070	-0.9%	0.7396
High	0.7527	0.7562	0.0035	0.5%	0.7510
Low	0.7451	0.7438	-0.0013	-0.2%	0.7366
Close	0.7466	0.7549	0.0083	1.1%	0.7505
Range	0.0076	0.0124	0.0048	63.2%	0.0144
ATR	0.0074	0.0078	0.0004	4.8%	0.0000
Volume	37,354	48,459	11,105	29.7%	11,854

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7888	0.7843	0.7617
R3	0.7764	0.7719	0.7583
R2	0.7640	0.7640	0.7572
R1	0.7595	0.7595	0.7560	0.7618
PP	0.7516	0.7516	0.7516	0.7528
S1	0.7471	0.7471	0.7538	0.7494
S2	0.7392	0.7392	0.7526
S3	0.7268	0.7347	0.7515
S4	0.7144	0.7223	0.7481

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7843	0.7584
R3	0.7748	0.7699	0.7545
R2	0.7604	0.7604	0.7531
R1	0.7555	0.7555	0.7518	0.7580
PP	0.7460	0.7460	0.7460	0.7473
S1	0.7411	0.7411	0.7492	0.7436
S2	0.7316	0.7316	0.7479
S3	0.7172	0.7267	0.7465
S4	0.7028	0.7123	0.7426

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7562	0.7424	0.0138	1.8%	0.0081	1.1%	91%	True	False	20,311
10	0.7562	0.7284	0.0278	3.7%	0.0074	1.0%	95%	True	False	11,132
20	0.7562	0.7139	0.0423	5.6%	0.0076	1.0%	97%	True	False	5,881
40	0.7562	0.6819	0.0743	9.8%	0.0080	1.1%	98%	True	False	3,114
60	0.7562	0.6819	0.0743	9.8%	0.0068	0.9%	98%	True	False	2,128
80	0.7562	0.6819	0.0743	9.8%	0.0058	0.8%	98%	True	False	1,609
100	0.7783	0.6819	0.0964	12.8%	0.0056	0.7%	76%	False	False	1,296
120	0.7783	0.6819	0.0964	12.8%	0.0054	0.7%	76%	False	False	1,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8089
2.618	0.7887
1.618	0.7763
1.000	0.7686
0.618	0.7639
HIGH	0.7562
0.618	0.7515
0.500	0.7500
0.382	0.7485
LOW	0.7438
0.618	0.7361
1.000	0.7314
1.618	0.7237
2.618	0.7113
4.250	0.6911

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	0.7533	0.7533
PP	0.7516	0.7516
S1	0.7500	0.7500

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