CME Canadian Dollar Future September 2016

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

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