CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 0.7807 0.7802 -0.0005 -0.1% 0.7826
High 0.7849 0.7889 0.0040 0.5% 0.7844
Low 0.7781 0.7801 0.0020 0.3% 0.7643
Close 0.7797 0.7814 0.0017 0.2% 0.7769
Range 0.0068 0.0088 0.0020 29.4% 0.0201
ATR 0.0068 0.0070 0.0002 2.5% 0.0000
Volume 52,357 63,616 11,259 21.5% 317,918
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8099 0.8044 0.7862
R3 0.8011 0.7956 0.7838
R2 0.7923 0.7923 0.7830
R1 0.7868 0.7868 0.7822 0.7896
PP 0.7835 0.7835 0.7835 0.7848
S1 0.7780 0.7780 0.7806 0.7808
S2 0.7747 0.7747 0.7798
S3 0.7659 0.7692 0.7790
S4 0.7571 0.7604 0.7766
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 0.7889 0.7713 0.0176 2.3% 0.0067 0.9% 57% True False 53,264
10 0.7899 0.7643 0.0256 3.3% 0.0068 0.9% 67% False False 61,579
20 0.7902 0.7609 0.0293 3.7% 0.0069 0.9% 70% False False 38,279
40 0.8018 0.7587 0.0431 5.5% 0.0067 0.9% 53% False False 19,373
60 0.8018 0.7570 0.0448 5.7% 0.0068 0.9% 54% False False 12,986
80 0.8018 0.7417 0.0601 7.7% 0.0067 0.9% 66% False False 9,765
100 0.8018 0.7112 0.0906 11.6% 0.0067 0.9% 77% False False 7,817
120 0.8018 0.6842 0.1176 15.0% 0.0064 0.8% 83% False False 6,531
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 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8263
2.618 0.8119
1.618 0.8031
1.000 0.7977
0.618 0.7943
HIGH 0.7889
0.618 0.7855
0.500 0.7845
0.382 0.7835
LOW 0.7801
0.618 0.7747
1.000 0.7713
1.618 0.7659
2.618 0.7571
4.250 0.7427
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 0.7845 0.7835
PP 0.7835 0.7828
S1 0.7824 0.7821

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

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