CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	0.7810	0.7807	-0.0003	0.0%	0.7826
High	0.7837	0.7849	0.0012	0.2%	0.7844
Low	0.7798	0.7781	-0.0017	-0.2%	0.7643
Close	0.7814	0.7797	-0.0017	-0.2%	0.7769
Range	0.0039	0.0068	0.0029	74.4%	0.0201
ATR	0.0068	0.0068	0.0000	0.0%	0.0000
Volume	43,757	52,357	8,600	19.7%	317,918

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8013	0.7973	0.7834
R3	0.7945	0.7905	0.7816
R2	0.7877	0.7877	0.7809
R1	0.7837	0.7837	0.7803	0.7823
PP	0.7809	0.7809	0.7809	0.7802
S1	0.7769	0.7769	0.7791	0.7755
S2	0.7741	0.7741	0.7785
S3	0.7673	0.7701	0.7778
S4	0.7605	0.7633	0.7760

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	0.7849	0.7643	0.0206	2.6%	0.0072	0.9%	75%	True	False	56,991
10	0.7899	0.7643	0.0256	3.3%	0.0065	0.8%	60%	False	False	61,076
20	0.7902	0.7609	0.0293	3.8%	0.0068	0.9%	64%	False	False	35,130
40	0.8018	0.7587	0.0431	5.5%	0.0066	0.8%	49%	False	False	17,788
60	0.8018	0.7570	0.0448	5.7%	0.0067	0.9%	51%	False	False	11,928
80	0.8018	0.7396	0.0622	8.0%	0.0067	0.9%	64%	False	False	8,971
100	0.8018	0.7112	0.0906	11.6%	0.0066	0.8%	76%	False	False	7,181
120	0.8018	0.6842	0.1176	15.1%	0.0063	0.8%	81%	False	False	6,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8138
2.618	0.8027
1.618	0.7959
1.000	0.7917
0.618	0.7891
HIGH	0.7849
0.618	0.7823
0.500	0.7815
0.382	0.7807
LOW	0.7781
0.618	0.7739
1.000	0.7713
1.618	0.7671
2.618	0.7603
4.250	0.7492

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	0.7815	0.7812
PP	0.7809	0.7807
S1	0.7803	0.7802

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