CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 0.7620 0.7675 0.0055 0.7% 0.7719
High 0.7684 0.7744 0.0060 0.8% 0.7782
Low 0.7619 0.7672 0.0053 0.7% 0.7600
Close 0.7675 0.7700 0.0025 0.3% 0.7613
Range 0.0065 0.0072 0.0007 10.8% 0.0182
ATR 0.0066 0.0067 0.0000 0.6% 0.0000
Volume 640 2,869 2,229 348.3% 3,256
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 0.7921 0.7883 0.7740
R3 0.7849 0.7811 0.7720
R2 0.7777 0.7777 0.7713
R1 0.7739 0.7739 0.7707 0.7758
PP 0.7705 0.7705 0.7705 0.7715
S1 0.7667 0.7667 0.7693 0.7686
S2 0.7633 0.7633 0.7687
S3 0.7561 0.7595 0.7680
S4 0.7489 0.7523 0.7660
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.8211 0.8094 0.7713
R3 0.8029 0.7912 0.7663
R2 0.7847 0.7847 0.7646
R1 0.7730 0.7730 0.7630 0.7698
PP 0.7665 0.7665 0.7665 0.7649
S1 0.7548 0.7548 0.7596 0.7516
S2 0.7483 0.7483 0.7580
S3 0.7301 0.7366 0.7563
S4 0.7119 0.7184 0.7513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7744 0.7587 0.0157 2.0% 0.0056 0.7% 72% True False 1,226
10 0.7788 0.7587 0.0201 2.6% 0.0062 0.8% 56% False False 911
20 0.8018 0.7587 0.0431 5.6% 0.0066 0.9% 26% False False 603
40 0.8018 0.7570 0.0448 5.8% 0.0067 0.9% 29% False False 407
60 0.8018 0.7429 0.0589 7.6% 0.0068 0.9% 46% False False 308
80 0.8018 0.7150 0.0868 11.3% 0.0067 0.9% 63% False False 237
100 0.8018 0.6842 0.1176 15.3% 0.0063 0.8% 73% False False 206
120 0.8018 0.6842 0.1176 15.3% 0.0054 0.7% 73% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8050
2.618 0.7932
1.618 0.7860
1.000 0.7816
0.618 0.7788
HIGH 0.7744
0.618 0.7716
0.500 0.7708
0.382 0.7700
LOW 0.7672
0.618 0.7628
1.000 0.7600
1.618 0.7556
2.618 0.7484
4.250 0.7366
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 0.7708 0.7689
PP 0.7705 0.7677
S1 0.7703 0.7666

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

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