CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 0.7801 0.7843 0.0042 0.5% 0.7660
High 0.7854 0.7902 0.0048 0.6% 0.7744
Low 0.7790 0.7837 0.0047 0.6% 0.7609
Close 0.7835 0.7875 0.0040 0.5% 0.7738
Range 0.0064 0.0065 0.0001 1.6% 0.0135
ATR 0.0070 0.0070 0.0000 -0.3% 0.0000
Volume 22,692 38,661 15,969 70.4% 13,131
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8066 0.8036 0.7911
R3 0.8001 0.7971 0.7893
R2 0.7936 0.7936 0.7887
R1 0.7906 0.7906 0.7881 0.7921
PP 0.7871 0.7871 0.7871 0.7879
S1 0.7841 0.7841 0.7869 0.7856
S2 0.7806 0.7806 0.7863
S3 0.7741 0.7776 0.7857
S4 0.7676 0.7711 0.7839
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 0.7902 0.7609 0.0293 3.7% 0.0080 1.0% 91% True False 16,579
10 0.7902 0.7609 0.0293 3.7% 0.0070 0.9% 91% True False 9,185
20 0.7902 0.7587 0.0315 4.0% 0.0065 0.8% 91% True False 4,896
40 0.8018 0.7587 0.0431 5.5% 0.0066 0.8% 67% False False 2,596
60 0.8018 0.7465 0.0553 7.0% 0.0068 0.9% 74% False False 1,768
80 0.8018 0.7200 0.0818 10.4% 0.0066 0.8% 83% False False 1,339
100 0.8018 0.6842 0.1176 14.9% 0.0066 0.8% 88% False False 1,081
120 0.8018 0.6842 0.1176 14.9% 0.0058 0.7% 88% False False 912
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 0.8178
2.618 0.8072
1.618 0.8007
1.000 0.7967
0.618 0.7942
HIGH 0.7902
0.618 0.7877
0.500 0.7870
0.382 0.7862
LOW 0.7837
0.618 0.7797
1.000 0.7772
1.618 0.7732
2.618 0.7667
4.250 0.7561
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 0.7873 0.7851
PP 0.7871 0.7827
S1 0.7870 0.7803

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

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