CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 0.7735 0.7741 0.0006 0.1% 0.7770
High 0.7754 0.7795 0.0042 0.5% 0.7795
Low 0.7729 0.7686 -0.0044 -0.6% 0.7686
Close 0.7736 0.7688 -0.0048 -0.6% 0.7688
Range 0.0025 0.0110 0.0085 346.9% 0.0110
ATR 0.0060 0.0064 0.0004 5.8% 0.0000
Volume 37,049 82,467 45,418 122.6% 275,389
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8051 0.7979 0.7748
R3 0.7942 0.7869 0.7718
R2 0.7832 0.7832 0.7708
R1 0.7760 0.7760 0.7698 0.7741
PP 0.7723 0.7723 0.7723 0.7713
S1 0.7650 0.7650 0.7677 0.7632
S2 0.7613 0.7613 0.7667
S3 0.7504 0.7541 0.7657
S4 0.7394 0.7431 0.7627
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.8051 0.7979 0.7748
R3 0.7942 0.7869 0.7718
R2 0.7832 0.7832 0.7708
R1 0.7760 0.7760 0.7698 0.7741
PP 0.7723 0.7723 0.7723 0.7713
S1 0.7650 0.7650 0.7677 0.7632
S2 0.7613 0.7613 0.7667
S3 0.7504 0.7541 0.7657
S4 0.7394 0.7431 0.7627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7795 0.7686 0.0110 1.4% 0.0056 0.7% 2% True True 55,077
10 0.7836 0.7686 0.0151 2.0% 0.0059 0.8% 1% False True 57,171
20 0.7836 0.7577 0.0259 3.4% 0.0061 0.8% 43% False False 61,024
40 0.7836 0.7546 0.0290 3.8% 0.0066 0.9% 49% False False 61,410
60 0.7902 0.7546 0.0356 4.6% 0.0071 0.9% 40% False False 59,127
80 0.7902 0.7546 0.0356 4.6% 0.0068 0.9% 40% False False 44,578
100 0.8018 0.7546 0.0472 6.1% 0.0069 0.9% 30% False False 35,710
120 0.8018 0.7450 0.0568 7.4% 0.0069 0.9% 42% False False 29,778
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 0.0012
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8260
2.618 0.8082
1.618 0.7972
1.000 0.7905
0.618 0.7863
HIGH 0.7795
0.618 0.7753
0.500 0.7740
0.382 0.7727
LOW 0.7686
0.618 0.7618
1.000 0.7576
1.618 0.7508
2.618 0.7399
4.250 0.7220
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 0.7740 0.7740
PP 0.7723 0.7723
S1 0.7705 0.7705

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

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