CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 0.7620 0.7634 0.0014 0.2% 0.7611
High 0.7691 0.7657 -0.0034 -0.4% 0.7694
Low 0.7611 0.7608 -0.0003 0.0% 0.7546
Close 0.7642 0.7648 0.0006 0.1% 0.7669
Range 0.0081 0.0050 -0.0031 -38.5% 0.0148
ATR 0.0073 0.0071 -0.0002 -2.3% 0.0000
Volume 80,180 59,272 -20,908 -26.1% 310,730
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7786 0.7767 0.7675
R3 0.7737 0.7717 0.7662
R2 0.7687 0.7687 0.7657
R1 0.7668 0.7668 0.7653 0.7677
PP 0.7638 0.7638 0.7638 0.7642
S1 0.7618 0.7618 0.7643 0.7628
S2 0.7588 0.7588 0.7639
S3 0.7539 0.7569 0.7634
S4 0.7489 0.7519 0.7621
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8080 0.8022 0.7750
R3 0.7932 0.7874 0.7709
R2 0.7784 0.7784 0.7696
R1 0.7726 0.7726 0.7682 0.7755
PP 0.7636 0.7636 0.7636 0.7651
S1 0.7578 0.7578 0.7655 0.7607
S2 0.7488 0.7488 0.7641
S3 0.7340 0.7430 0.7628
S4 0.7192 0.7282 0.7587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7694 0.7582 0.0112 1.5% 0.0070 0.9% 59% False False 63,280
10 0.7694 0.7546 0.0148 1.9% 0.0067 0.9% 69% False False 61,079
20 0.7776 0.7546 0.0230 3.0% 0.0069 0.9% 44% False False 62,040
40 0.7902 0.7546 0.0356 4.7% 0.0073 1.0% 29% False False 61,613
60 0.7902 0.7546 0.0356 4.7% 0.0070 0.9% 29% False False 42,073
80 0.8018 0.7546 0.0472 6.2% 0.0070 0.9% 22% False False 31,622
100 0.8018 0.7465 0.0553 7.2% 0.0070 0.9% 33% False False 25,320
120 0.8018 0.7174 0.0844 11.0% 0.0069 0.9% 56% False False 21,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7867
2.618 0.7787
1.618 0.7737
1.000 0.7707
0.618 0.7688
HIGH 0.7657
0.618 0.7638
0.500 0.7632
0.382 0.7626
LOW 0.7608
0.618 0.7577
1.000 0.7558
1.618 0.7527
2.618 0.7478
4.250 0.7397
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 0.7643 0.7649
PP 0.7638 0.7649
S1 0.7632 0.7648

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

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