CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 0.7848 0.7664 -0.0184 -2.3% 0.7782
High 0.7848 0.7697 -0.0151 -1.9% 0.7889
Low 0.7635 0.7621 -0.0014 -0.2% 0.7635
Close 0.7711 0.7636 -0.0075 -1.0% 0.7711
Range 0.0213 0.0076 -0.0137 -64.3% 0.0254
ATR 0.0080 0.0081 0.0001 0.9% 0.0000
Volume 98,081 61,991 -36,090 -36.8% 308,295
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7879 0.7834 0.7678
R3 0.7803 0.7758 0.7657
R2 0.7727 0.7727 0.7650
R1 0.7682 0.7682 0.7643 0.7667
PP 0.7651 0.7651 0.7651 0.7644
S1 0.7606 0.7606 0.7629 0.7591
S2 0.7575 0.7575 0.7622
S3 0.7499 0.7530 0.7615
S4 0.7423 0.7454 0.7594
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8507 0.8363 0.7851
R3 0.8253 0.8109 0.7781
R2 0.7999 0.7999 0.7758
R1 0.7855 0.7855 0.7734 0.7800
PP 0.7745 0.7745 0.7745 0.7718
S1 0.7601 0.7601 0.7688 0.7546
S2 0.7491 0.7491 0.7664
S3 0.7237 0.7347 0.7641
S4 0.6983 0.7093 0.7571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7889 0.7621 0.0268 3.5% 0.0097 1.3% 6% False True 63,960
10 0.7889 0.7621 0.0268 3.5% 0.0084 1.1% 6% False True 62,816
20 0.7902 0.7609 0.0293 3.8% 0.0077 1.0% 9% False False 46,111
40 0.8018 0.7587 0.0431 5.6% 0.0071 0.9% 11% False False 23,367
60 0.8018 0.7570 0.0448 5.9% 0.0070 0.9% 15% False False 15,648
80 0.8018 0.7438 0.0580 7.6% 0.0070 0.9% 34% False False 11,765
100 0.8018 0.7150 0.0868 11.4% 0.0068 0.9% 56% False False 9,418
120 0.8018 0.6842 0.1176 15.4% 0.0066 0.9% 68% False False 7,861
Crabel Price Patterns
NR True
NR4 False
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8020
2.618 0.7896
1.618 0.7820
1.000 0.7773
0.618 0.7744
HIGH 0.7697
0.618 0.7668
0.500 0.7659
0.382 0.7650
LOW 0.7621
0.618 0.7574
1.000 0.7545
1.618 0.7498
2.618 0.7422
4.250 0.7298
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 0.7659 0.7755
PP 0.7651 0.7715
S1 0.7644 0.7676

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

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