CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	0.7705	0.7755	0.0050	0.6%	0.7665
High	0.7775	0.7776	0.0001	0.0%	0.7776
Low	0.7701	0.7700	-0.0001	0.0%	0.7611
Close	0.7761	0.7728	-0.0033	-0.4%	0.7728
Range	0.0075	0.0076	0.0001	1.3%	0.0165
ATR	0.0079	0.0079	0.0000	-0.3%	0.0000
Volume	60,513	57,547	-2,966	-4.9%	355,151

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7961	0.7920	0.7769
R3	0.7885	0.7844	0.7748
R2	0.7810	0.7810	0.7741
R1	0.7769	0.7769	0.7734	0.7752
PP	0.7734	0.7734	0.7734	0.7726
S1	0.7693	0.7693	0.7721	0.7676
S2	0.7659	0.7659	0.7714
S3	0.7583	0.7618	0.7707
S4	0.7508	0.7542	0.7686

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8200	0.8129	0.7818
R3	0.8035	0.7964	0.7773
R2	0.7870	0.7870	0.7758
R1	0.7799	0.7799	0.7743	0.7834
PP	0.7705	0.7705	0.7705	0.7722
S1	0.7634	0.7634	0.7712	0.7669
S2	0.7540	0.7540	0.7697
S3	0.7375	0.7469	0.7682
S4	0.7210	0.7304	0.7637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7776	0.7611	0.0165	2.1%	0.0079	1.0%	71%	True	False	71,030
10	0.7795	0.7611	0.0185	2.4%	0.0078	1.0%	63%	False	False	65,682
20	0.7889	0.7611	0.0279	3.6%	0.0081	1.0%	42%	False	False	62,963
40	0.7902	0.7587	0.0315	4.1%	0.0074	1.0%	45%	False	False	44,063
60	0.8018	0.7587	0.0431	5.6%	0.0070	0.9%	33%	False	False	29,483
80	0.8018	0.7529	0.0489	6.3%	0.0071	0.9%	41%	False	False	22,158
100	0.8018	0.7222	0.0796	10.3%	0.0070	0.9%	64%	False	False	17,743
120	0.8018	0.6993	0.1025	13.3%	0.0069	0.9%	72%	False	False	14,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8096
2.618	0.7973
1.618	0.7898
1.000	0.7851
0.618	0.7822
HIGH	0.7776
0.618	0.7747
0.500	0.7738
0.382	0.7729
LOW	0.7700
0.618	0.7653
1.000	0.7625
1.618	0.7578
2.618	0.7502
4.250	0.7379

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	0.7738	0.7721
PP	0.7734	0.7715
S1	0.7731	0.7709

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