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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols