CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 0.7708 0.7660 -0.0048 -0.6% 0.7622
High 0.7711 0.7680 -0.0031 -0.4% 0.7744
Low 0.7655 0.7614 -0.0041 -0.5% 0.7587
Close 0.7689 0.7616 -0.0073 -0.9% 0.7689
Range 0.0056 0.0066 0.0010 17.9% 0.0157
ATR 0.0066 0.0067 0.0001 1.0% 0.0000
Volume 561 3,739 3,178 566.5% 6,064
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 0.7835 0.7791 0.7652
R3 0.7769 0.7725 0.7634
R2 0.7703 0.7703 0.7628
R1 0.7659 0.7659 0.7622 0.7648
PP 0.7637 0.7637 0.7637 0.7631
S1 0.7593 0.7593 0.7610 0.7582
S2 0.7571 0.7571 0.7604
S3 0.7505 0.7527 0.7598
S4 0.7439 0.7461 0.7580
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.8144 0.8074 0.7775
R3 0.7987 0.7917 0.7732
R2 0.7830 0.7830 0.7718
R1 0.7760 0.7760 0.7703 0.7795
PP 0.7673 0.7673 0.7673 0.7691
S1 0.7603 0.7603 0.7675 0.7638
S2 0.7516 0.7516 0.7660
S3 0.7359 0.7446 0.7646
S4 0.7202 0.7289 0.7603
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 2.1% 0.0063 0.8% 18% False False 1,920
10 0.7782 0.7587 0.0195 2.6% 0.0062 0.8% 15% False False 1,257
20 0.8018 0.7587 0.0431 5.7% 0.0068 0.9% 7% False False 803
40 0.8018 0.7570 0.0448 5.9% 0.0067 0.9% 10% False False 509
60 0.8018 0.7450 0.0568 7.5% 0.0068 0.9% 29% False False 378
80 0.8018 0.7150 0.0868 11.4% 0.0066 0.9% 54% False False 291
100 0.8018 0.6842 0.1176 15.4% 0.0064 0.8% 66% False False 247
120 0.8018 0.6842 0.1176 15.4% 0.0055 0.7% 66% False False 212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7961
2.618 0.7853
1.618 0.7787
1.000 0.7746
0.618 0.7721
HIGH 0.7680
0.618 0.7655
0.500 0.7647
0.382 0.7639
LOW 0.7614
0.618 0.7573
1.000 0.7548
1.618 0.7507
2.618 0.7441
4.250 0.7334
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 0.7647 0.7679
PP 0.7637 0.7658
S1 0.7626 0.7637

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

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