CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	0.7692	0.7665	-0.0027	-0.4%	0.7746
High	0.7699	0.7675	-0.0025	-0.3%	0.7795
Low	0.7639	0.7611	-0.0029	-0.4%	0.7639
Close	0.7666	0.7616	-0.0051	-0.7%	0.7666
Range	0.0060	0.0064	0.0004	6.7%	0.0156
ATR	0.0079	0.0078	-0.0001	-1.3%	0.0000
Volume	64,234	70,964	6,730	10.5%	261,600

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7826	0.7785	0.7651
R3	0.7762	0.7721	0.7633
R2	0.7698	0.7698	0.7627
R1	0.7657	0.7657	0.7621	0.7645
PP	0.7634	0.7634	0.7634	0.7628
S1	0.7593	0.7593	0.7610	0.7581
S2	0.7570	0.7570	0.7604
S3	0.7506	0.7529	0.7598
S4	0.7442	0.7465	0.7580

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8168	0.8073	0.7752
R3	0.8012	0.7917	0.7709
R2	0.7856	0.7856	0.7695
R1	0.7761	0.7761	0.7680	0.7731
PP	0.7700	0.7700	0.7700	0.7685
S1	0.7605	0.7605	0.7652	0.7575
S2	0.7544	0.7544	0.7637
S3	0.7388	0.7449	0.7623
S4	0.7232	0.7293	0.7580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7795	0.7611	0.0185	2.4%	0.0078	1.0%	3%	False	True	66,512
10	0.7795	0.7611	0.0185	2.4%	0.0074	1.0%	3%	False	True	61,068
20	0.7889	0.7611	0.0279	3.7%	0.0078	1.0%	2%	False	True	61,845
40	0.7902	0.7587	0.0315	4.1%	0.0072	0.9%	9%	False	False	37,015
60	0.8018	0.7587	0.0431	5.7%	0.0070	0.9%	7%	False	False	24,779
80	0.8018	0.7529	0.0489	6.4%	0.0070	0.9%	18%	False	False	18,612
100	0.8018	0.7222	0.0796	10.5%	0.0068	0.9%	49%	False	False	14,902
120	0.8018	0.6842	0.1176	15.4%	0.0068	0.9%	66%	False	False	12,425

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7947
2.618	0.7842
1.618	0.7778
1.000	0.7739
0.618	0.7714
HIGH	0.7675
0.618	0.7650
0.500	0.7643
0.382	0.7635
LOW	0.7611
0.618	0.7571
1.000	0.7547
1.618	0.7507
2.618	0.7443
4.250	0.7339

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	0.7643	0.7688
PP	0.7634	0.7664
S1	0.7625	0.7640

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