CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 0.7810 0.7807 -0.0003 0.0% 0.7826
High 0.7837 0.7849 0.0012 0.2% 0.7844
Low 0.7798 0.7781 -0.0017 -0.2% 0.7643
Close 0.7814 0.7797 -0.0017 -0.2% 0.7769
Range 0.0039 0.0068 0.0029 74.4% 0.0201
ATR 0.0068 0.0068 0.0000 0.0% 0.0000
Volume 43,757 52,357 8,600 19.7% 317,918
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8013 0.7973 0.7834
R3 0.7945 0.7905 0.7816
R2 0.7877 0.7877 0.7809
R1 0.7837 0.7837 0.7803 0.7823
PP 0.7809 0.7809 0.7809 0.7802
S1 0.7769 0.7769 0.7791 0.7755
S2 0.7741 0.7741 0.7785
S3 0.7673 0.7701 0.7778
S4 0.7605 0.7633 0.7760
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8355 0.8263 0.7880
R3 0.8154 0.8062 0.7824
R2 0.7953 0.7953 0.7806
R1 0.7861 0.7861 0.7787 0.7807
PP 0.7752 0.7752 0.7752 0.7725
S1 0.7660 0.7660 0.7751 0.7606
S2 0.7551 0.7551 0.7732
S3 0.7350 0.7459 0.7714
S4 0.7149 0.7258 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7849 0.7643 0.0206 2.6% 0.0072 0.9% 75% True False 56,991
10 0.7899 0.7643 0.0256 3.3% 0.0065 0.8% 60% False False 61,076
20 0.7902 0.7609 0.0293 3.8% 0.0068 0.9% 64% False False 35,130
40 0.8018 0.7587 0.0431 5.5% 0.0066 0.8% 49% False False 17,788
60 0.8018 0.7570 0.0448 5.7% 0.0067 0.9% 51% False False 11,928
80 0.8018 0.7396 0.0622 8.0% 0.0067 0.9% 64% False False 8,971
100 0.8018 0.7112 0.0906 11.6% 0.0066 0.8% 76% False False 7,181
120 0.8018 0.6842 0.1176 15.1% 0.0063 0.8% 81% False False 6,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8138
2.618 0.8027
1.618 0.7959
1.000 0.7917
0.618 0.7891
HIGH 0.7849
0.618 0.7823
0.500 0.7815
0.382 0.7807
LOW 0.7781
0.618 0.7739
1.000 0.7713
1.618 0.7671
2.618 0.7603
4.250 0.7492
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 0.7815 0.7812
PP 0.7809 0.7807
S1 0.7803 0.7802

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

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