CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 0.7724 0.7680 -0.0044 -0.6% 0.7665
High 0.7731 0.7685 -0.0046 -0.6% 0.7776
Low 0.7661 0.7637 -0.0025 -0.3% 0.7611
Close 0.7680 0.7658 -0.0022 -0.3% 0.7728
Range 0.0070 0.0049 -0.0022 -30.7% 0.0165
ATR 0.0077 0.0075 -0.0002 -2.6% 0.0000
Volume 50,049 50,745 696 1.4% 355,151
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7805 0.7780 0.7684
R3 0.7757 0.7731 0.7671
R2 0.7708 0.7708 0.7666
R1 0.7683 0.7683 0.7662 0.7671
PP 0.7660 0.7660 0.7660 0.7654
S1 0.7634 0.7634 0.7653 0.7623
S2 0.7611 0.7611 0.7649
S3 0.7563 0.7586 0.7644
S4 0.7514 0.7537 0.7631
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 0.7637 0.0139 1.8% 0.0065 0.8% 15% False True 53,163
10 0.7776 0.7611 0.0165 2.2% 0.0072 0.9% 28% False False 63,000
20 0.7889 0.7611 0.0279 3.6% 0.0081 1.1% 17% False False 62,834
40 0.7902 0.7587 0.0315 4.1% 0.0074 1.0% 22% False False 47,718
60 0.8018 0.7587 0.0431 5.6% 0.0071 0.9% 16% False False 31,932
80 0.8018 0.7570 0.0448 5.9% 0.0071 0.9% 20% False False 24,001
100 0.8018 0.7388 0.0630 8.2% 0.0070 0.9% 43% False False 19,220
120 0.8018 0.7100 0.0918 12.0% 0.0068 0.9% 61% False False 16,021
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7891
2.618 0.7812
1.618 0.7763
1.000 0.7734
0.618 0.7715
HIGH 0.7685
0.618 0.7666
0.500 0.7661
0.382 0.7655
LOW 0.7637
0.618 0.7607
1.000 0.7588
1.618 0.7558
2.618 0.7510
4.250 0.7430
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 0.7661 0.7686
PP 0.7660 0.7677
S1 0.7659 0.7667

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

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