CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 0.7771 0.7744 -0.0027 -0.3% 0.7733
High 0.7798 0.7755 -0.0043 -0.6% 0.7902
Low 0.7726 0.7643 -0.0083 -1.1% 0.7703
Close 0.7742 0.7720 -0.0022 -0.3% 0.7836
Range 0.0072 0.0112 0.0040 55.6% 0.0199
ATR 0.0067 0.0071 0.0003 4.7% 0.0000
Volume 64,288 82,252 17,964 27.9% 220,900
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8042 0.7993 0.7782
R3 0.7930 0.7881 0.7751
R2 0.7818 0.7818 0.7741
R1 0.7769 0.7769 0.7730 0.7738
PP 0.7706 0.7706 0.7706 0.7690
S1 0.7657 0.7657 0.7710 0.7626
S2 0.7594 0.7594 0.7699
S3 0.7482 0.7545 0.7689
S4 0.7370 0.7433 0.7658
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 0.7643 0.0256 3.3% 0.0070 0.9% 30% False True 69,893
10 0.7902 0.7632 0.0270 3.5% 0.0076 1.0% 33% False False 48,879
20 0.7902 0.7587 0.0315 4.1% 0.0067 0.9% 42% False False 25,163
40 0.8018 0.7587 0.0431 5.6% 0.0065 0.8% 31% False False 12,743
60 0.8018 0.7529 0.0489 6.3% 0.0068 0.9% 39% False False 8,556
80 0.8018 0.7222 0.0796 10.3% 0.0067 0.9% 63% False False 6,438
100 0.8018 0.6993 0.1025 13.3% 0.0067 0.9% 71% False False 5,156
120 0.8018 0.6842 0.1176 15.2% 0.0061 0.8% 75% False False 4,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8231
2.618 0.8048
1.618 0.7936
1.000 0.7867
0.618 0.7824
HIGH 0.7755
0.618 0.7712
0.500 0.7699
0.382 0.7686
LOW 0.7643
0.618 0.7574
1.000 0.7531
1.618 0.7462
2.618 0.7350
4.250 0.7167
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 0.7713 0.7724
PP 0.7706 0.7722
S1 0.7699 0.7721

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

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