CME Canadian Dollar Future September 2016


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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

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

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