CME Canadian Dollar Future September 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 0.7729 0.7727 -0.0002 0.0% 0.7664
High 0.7745 0.7774 0.0029 0.4% 0.7774
Low 0.7683 0.7708 0.0025 0.3% 0.7621
Close 0.7712 0.7744 0.0032 0.4% 0.7744
Range 0.0062 0.0066 0.0004 6.5% 0.0153
ATR 0.0079 0.0078 -0.0001 -1.2% 0.0000
Volume 70,346 40,070 -30,276 -43.0% 278,124
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7940 0.7908 0.7780
R3 0.7874 0.7842 0.7762
R2 0.7808 0.7808 0.7756
R1 0.7776 0.7776 0.7750 0.7792
PP 0.7742 0.7742 0.7742 0.7750
S1 0.7710 0.7710 0.7738 0.7726
S2 0.7676 0.7676 0.7732
S3 0.7610 0.7644 0.7726
S4 0.7544 0.7578 0.7708
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8172 0.8111 0.7828
R3 0.8019 0.7958 0.7786
R2 0.7866 0.7866 0.7772
R1 0.7805 0.7805 0.7758 0.7836
PP 0.7713 0.7713 0.7713 0.7728
S1 0.7652 0.7652 0.7730 0.7683
S2 0.7560 0.7560 0.7716
S3 0.7407 0.7499 0.7702
S4 0.7254 0.7346 0.7660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7774 0.7621 0.0153 2.0% 0.0071 0.9% 80% True False 55,624
10 0.7889 0.7621 0.0268 3.5% 0.0082 1.1% 46% False False 58,641
20 0.7902 0.7621 0.0281 3.6% 0.0077 1.0% 44% False False 56,261
40 0.7902 0.7587 0.0315 4.1% 0.0070 0.9% 50% False False 28,743
60 0.8018 0.7587 0.0431 5.6% 0.0070 0.9% 36% False False 19,245
80 0.8018 0.7465 0.0553 7.1% 0.0070 0.9% 50% False False 14,461
100 0.8018 0.7150 0.0868 11.2% 0.0068 0.9% 68% False False 11,578
120 0.8018 0.6842 0.1176 15.2% 0.0067 0.9% 77% False False 9,657
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8055
2.618 0.7947
1.618 0.7881
1.000 0.7840
0.618 0.7815
HIGH 0.7774
0.618 0.7749
0.500 0.7741
0.382 0.7733
LOW 0.7708
0.618 0.7667
1.000 0.7642
1.618 0.7601
2.618 0.7535
4.250 0.7428
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 0.7743 0.7736
PP 0.7742 0.7729
S1 0.7741 0.7721

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

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