CME Canadian Dollar Future September 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 0.7646 0.7646 0.0000 0.0% 0.7622
High 0.7665 0.7659 -0.0006 -0.1% 0.7744
Low 0.7623 0.7609 -0.0014 -0.2% 0.7587
Close 0.7649 0.7627 -0.0022 -0.3% 0.7689
Range 0.0042 0.0050 0.0008 19.0% 0.0157
ATR 0.0065 0.0064 -0.0001 -1.7% 0.0000
Volume 1,151 2,154 1,003 87.1% 6,064
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7782 0.7754 0.7655
R3 0.7732 0.7704 0.7641
R2 0.7682 0.7682 0.7636
R1 0.7654 0.7654 0.7632 0.7643
PP 0.7632 0.7632 0.7632 0.7626
S1 0.7604 0.7604 0.7622 0.7593
S2 0.7582 0.7582 0.7618
S3 0.7532 0.7554 0.7613
S4 0.7482 0.7504 0.7600
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 0.7609 0.0135 1.8% 0.0057 0.7% 13% False True 2,094
10 0.7744 0.7587 0.0157 2.1% 0.0057 0.8% 25% False False 1,447
20 0.7827 0.7587 0.0240 3.1% 0.0059 0.8% 17% False False 931
40 0.8018 0.7587 0.0431 5.7% 0.0066 0.9% 9% False False 585
60 0.8018 0.7450 0.0568 7.4% 0.0067 0.9% 31% False False 430
80 0.8018 0.7150 0.0868 11.4% 0.0065 0.9% 55% False False 331
100 0.8018 0.6842 0.1176 15.4% 0.0064 0.8% 67% False False 277
120 0.8018 0.6842 0.1176 15.4% 0.0056 0.7% 67% False False 239
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 0.7872
2.618 0.7790
1.618 0.7740
1.000 0.7709
0.618 0.7690
HIGH 0.7659
0.618 0.7640
0.500 0.7634
0.382 0.7628
LOW 0.7609
0.618 0.7578
1.000 0.7559
1.618 0.7528
2.618 0.7478
4.250 0.7397
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 0.7634 0.7645
PP 0.7632 0.7639
S1 0.7629 0.7633

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

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