CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	0.7660	0.7646	-0.0014	-0.2%	0.7622
High	0.7680	0.7665	-0.0015	-0.2%	0.7744
Low	0.7614	0.7623	0.0009	0.1%	0.7587
Close	0.7616	0.7649	0.0033	0.4%	0.7689
Range	0.0066	0.0042	-0.0024	-36.4%	0.0157
ATR	0.0067	0.0065	-0.0001	-1.9%	0.0000
Volume	3,739	1,151	-2,588	-69.2%	6,064

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7772	0.7752	0.7672
R3	0.7730	0.7710	0.7661
R2	0.7688	0.7688	0.7657
R1	0.7668	0.7668	0.7653	0.7678
PP	0.7646	0.7646	0.7646	0.7651
S1	0.7626	0.7626	0.7645	0.7636
S2	0.7604	0.7604	0.7641
S3	0.7562	0.7584	0.7637
S4	0.7520	0.7542	0.7626

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	0.7614	0.0130	1.7%	0.0060	0.8%	27%	False	False	1,792
10	0.7754	0.7587	0.0167	2.2%	0.0061	0.8%	37%	False	False	1,318
20	0.7870	0.7587	0.0283	3.7%	0.0062	0.8%	22%	False	False	837
40	0.8018	0.7587	0.0431	5.6%	0.0066	0.9%	14%	False	False	534
60	0.8018	0.7450	0.0568	7.4%	0.0067	0.9%	35%	False	False	397
80	0.8018	0.7150	0.0868	11.3%	0.0065	0.9%	57%	False	False	305
100	0.8018	0.6842	0.1176	15.4%	0.0063	0.8%	69%	False	False	256
120	0.8018	0.6842	0.1176	15.4%	0.0056	0.7%	69%	False	False	222

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7844
2.618	0.7775
1.618	0.7733
1.000	0.7707
0.618	0.7691
HIGH	0.7665
0.618	0.7649
0.500	0.7644
0.382	0.7639
LOW	0.7623
0.618	0.7597
1.000	0.7581
1.618	0.7555
2.618	0.7513
4.250	0.7445

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	0.7647	0.7663
PP	0.7646	0.7658
S1	0.7644	0.7654

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