CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 0.7733 0.7801 0.0068 0.9% 0.7660
High 0.7811 0.7854 0.0043 0.6% 0.7744
Low 0.7703 0.7790 0.0087 1.1% 0.7609
Close 0.7806 0.7835 0.0029 0.4% 0.7738
Range 0.0108 0.0064 -0.0044 -40.7% 0.0135
ATR 0.0071 0.0070 0.0000 -0.7% 0.0000
Volume 13,302 22,692 9,390 70.6% 13,131
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8018 0.7991 0.7870
R3 0.7954 0.7927 0.7853
R2 0.7890 0.7890 0.7847
R1 0.7863 0.7863 0.7841 0.7877
PP 0.7826 0.7826 0.7826 0.7833
S1 0.7799 0.7799 0.7829 0.7813
S2 0.7762 0.7762 0.7823
S3 0.7698 0.7735 0.7817
S4 0.7634 0.7671 0.7800
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8102 0.8055 0.7812
R3 0.7967 0.7920 0.7775
R2 0.7832 0.7832 0.7763
R1 0.7785 0.7785 0.7750 0.7809
PP 0.7697 0.7697 0.7697 0.7709
S1 0.7650 0.7650 0.7726 0.7674
S2 0.7562 0.7562 0.7713
S3 0.7427 0.7515 0.7701
S4 0.7292 0.7380 0.7664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7854 0.7609 0.0245 3.1% 0.0075 1.0% 92% True False 9,077
10 0.7854 0.7587 0.0267 3.4% 0.0069 0.9% 93% True False 5,499
20 0.7854 0.7587 0.0267 3.4% 0.0064 0.8% 93% True False 2,992
40 0.8018 0.7587 0.0431 5.5% 0.0066 0.8% 58% False False 1,631
60 0.8018 0.7465 0.0553 7.1% 0.0067 0.9% 67% False False 1,125
80 0.8018 0.7174 0.0844 10.8% 0.0066 0.8% 78% False False 856
100 0.8018 0.6842 0.1176 15.0% 0.0065 0.8% 84% False False 695
120 0.8018 0.6842 0.1176 15.0% 0.0058 0.7% 84% False False 590
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8126
2.618 0.8022
1.618 0.7958
1.000 0.7918
0.618 0.7894
HIGH 0.7854
0.618 0.7830
0.500 0.7822
0.382 0.7814
LOW 0.7790
0.618 0.7750
1.000 0.7726
1.618 0.7686
2.618 0.7622
4.250 0.7518
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 0.7831 0.7804
PP 0.7826 0.7774
S1 0.7822 0.7743

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

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