CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 0.7665 0.7625 -0.0041 -0.5% 0.7746
High 0.7675 0.7706 0.0031 0.4% 0.7795
Low 0.7611 0.7615 0.0004 0.1% 0.7639
Close 0.7616 0.7681 0.0065 0.9% 0.7666
Range 0.0064 0.0091 0.0027 42.2% 0.0156
ATR 0.0078 0.0079 0.0001 1.2% 0.0000
Volume 70,964 72,926 1,962 2.8% 261,600
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7940 0.7901 0.7731
R3 0.7849 0.7810 0.7706
R2 0.7758 0.7758 0.7697
R1 0.7719 0.7719 0.7689 0.7739
PP 0.7667 0.7667 0.7667 0.7677
S1 0.7628 0.7628 0.7672 0.7648
S2 0.7576 0.7576 0.7664
S3 0.7485 0.7537 0.7655
S4 0.7394 0.7446 0.7630
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 0.7766 0.7611 0.0156 2.0% 0.0073 1.0% 45% False False 66,820
10 0.7795 0.7611 0.0185 2.4% 0.0076 1.0% 38% False False 62,162
20 0.7889 0.7611 0.0279 3.6% 0.0080 1.0% 25% False False 62,489
40 0.7902 0.7587 0.0315 4.1% 0.0073 0.9% 30% False False 38,829
60 0.8018 0.7587 0.0431 5.6% 0.0071 0.9% 22% False False 25,990
80 0.8018 0.7529 0.0489 6.4% 0.0070 0.9% 31% False False 19,519
100 0.8018 0.7222 0.0796 10.4% 0.0068 0.9% 58% False False 15,631
120 0.8018 0.6922 0.1096 14.3% 0.0068 0.9% 69% False False 13,031
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8092
2.618 0.7944
1.618 0.7853
1.000 0.7797
0.618 0.7762
HIGH 0.7706
0.618 0.7671
0.500 0.7660
0.382 0.7649
LOW 0.7615
0.618 0.7558
1.000 0.7524
1.618 0.7467
2.618 0.7376
4.250 0.7228
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 0.7674 0.7673
PP 0.7667 0.7666
S1 0.7660 0.7658

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

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