CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 0.7714 0.7782 0.0068 0.9% 0.7826
High 0.7796 0.7830 0.0034 0.4% 0.7844
Low 0.7713 0.7774 0.0061 0.8% 0.7643
Close 0.7769 0.7814 0.0045 0.6% 0.7769
Range 0.0083 0.0056 -0.0027 -32.5% 0.0201
ATR 0.0071 0.0071 -0.0001 -1.0% 0.0000
Volume 56,108 50,484 -5,624 -10.0% 317,918
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7974 0.7950 0.7845
R3 0.7918 0.7894 0.7829
R2 0.7862 0.7862 0.7824
R1 0.7838 0.7838 0.7819 0.7850
PP 0.7806 0.7806 0.7806 0.7812
S1 0.7782 0.7782 0.7809 0.7794
S2 0.7750 0.7750 0.7804
S3 0.7694 0.7726 0.7799
S4 0.7638 0.7670 0.7783
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8355 0.8263 0.7880
R3 0.8154 0.8062 0.7824
R2 0.7953 0.7953 0.7806
R1 0.7861 0.7861 0.7787 0.7807
PP 0.7752 0.7752 0.7752 0.7725
S1 0.7660 0.7660 0.7751 0.7606
S2 0.7551 0.7551 0.7732
S3 0.7350 0.7459 0.7714
S4 0.7149 0.7258 0.7658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7830 0.7643 0.0187 2.4% 0.0072 0.9% 91% True False 61,673
10 0.7902 0.7643 0.0259 3.3% 0.0068 0.9% 66% False False 57,600
20 0.7902 0.7587 0.0315 4.0% 0.0067 0.9% 72% False False 30,424
40 0.8018 0.7587 0.0431 5.5% 0.0065 0.8% 53% False False 15,390
60 0.8018 0.7542 0.0476 6.1% 0.0068 0.9% 57% False False 10,328
80 0.8018 0.7382 0.0636 8.1% 0.0067 0.9% 68% False False 7,770
100 0.8018 0.7100 0.0918 11.7% 0.0066 0.8% 78% False False 6,221
120 0.8018 0.6842 0.1176 15.0% 0.0062 0.8% 83% False False 5,200
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.7977
1.618 0.7921
1.000 0.7886
0.618 0.7865
HIGH 0.7830
0.618 0.7809
0.500 0.7802
0.382 0.7795
LOW 0.7774
0.618 0.7739
1.000 0.7718
1.618 0.7683
2.618 0.7627
4.250 0.7536
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 0.7810 0.7788
PP 0.7806 0.7762
S1 0.7802 0.7737

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

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