CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	0.7796	0.7771	-0.0025	-0.3%	0.7733
High	0.7804	0.7798	-0.0006	-0.1%	0.7902
Low	0.7768	0.7726	-0.0042	-0.5%	0.7703
Close	0.7781	0.7742	-0.0039	-0.5%	0.7836
Range	0.0036	0.0072	0.0036	100.0%	0.0199
ATR	0.0067	0.0067	0.0000	0.5%	0.0000
Volume	55,235	64,288	9,053	16.4%	220,900

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7971	0.7929	0.7782
R3	0.7899	0.7857	0.7762
R2	0.7827	0.7827	0.7755
R1	0.7785	0.7785	0.7749	0.7770
PP	0.7755	0.7755	0.7755	0.7748
S1	0.7713	0.7713	0.7735	0.7698
S2	0.7683	0.7683	0.7729
S3	0.7611	0.7641	0.7722
S4	0.7539	0.7569	0.7702

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8411	0.8322	0.7945
R3	0.8212	0.8123	0.7891
R2	0.8013	0.8013	0.7872
R1	0.7924	0.7924	0.7854	0.7969
PP	0.7814	0.7814	0.7814	0.7836
S1	0.7725	0.7725	0.7818	0.7770
S2	0.7615	0.7615	0.7800
S3	0.7416	0.7526	0.7781
S4	0.7217	0.7327	0.7727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7899	0.7726	0.0173	2.2%	0.0059	0.8%	9%	False	True	65,160
10	0.7902	0.7609	0.0293	3.8%	0.0070	0.9%	45%	False	False	40,869
20	0.7902	0.7587	0.0315	4.1%	0.0065	0.8%	49%	False	False	21,094
40	0.8018	0.7587	0.0431	5.6%	0.0064	0.8%	36%	False	False	10,706
60	0.8018	0.7529	0.0489	6.3%	0.0066	0.9%	44%	False	False	7,185
80	0.8018	0.7222	0.0796	10.3%	0.0066	0.9%	65%	False	False	5,411
100	0.8018	0.6993	0.1025	13.2%	0.0066	0.9%	73%	False	False	4,334
120	0.8018	0.6842	0.1176	15.2%	0.0060	0.8%	77%	False	False	3,626

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8104
2.618	0.7986
1.618	0.7914
1.000	0.7870
0.618	0.7842
HIGH	0.7798
0.618	0.7770
0.500	0.7762
0.382	0.7754
LOW	0.7726
0.618	0.7682
1.000	0.7654
1.618	0.7610
2.618	0.7538
4.250	0.7420

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	0.7762	0.7785
PP	0.7755	0.7771
S1	0.7749	0.7756

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