CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	0.7651	0.7642	-0.0009	-0.1%	0.7725
High	0.7680	0.7660	-0.0020	-0.3%	0.7736
Low	0.7634	0.7585	-0.0050	-0.6%	0.7585
Close	0.7640	0.7607	-0.0033	-0.4%	0.7607
Range	0.0046	0.0076	0.0030	64.1%	0.0152
ATR	0.0073	0.0073	0.0000	0.3%	0.0000
Volume	44,900	75,712	30,812	68.6%	268,368

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7844	0.7801	0.7649
R3	0.7768	0.7725	0.7628
R2	0.7693	0.7693	0.7621
R1	0.7650	0.7650	0.7614	0.7634
PP	0.7617	0.7617	0.7617	0.7609
S1	0.7574	0.7574	0.7600	0.7558
S2	0.7542	0.7542	0.7593
S3	0.7466	0.7499	0.7586
S4	0.7391	0.7423	0.7565

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8097	0.8004	0.7690
R3	0.7946	0.7852	0.7649
R2	0.7794	0.7794	0.7635
R1	0.7701	0.7701	0.7621	0.7672
PP	0.7643	0.7643	0.7643	0.7628
S1	0.7549	0.7549	0.7593	0.7520
S2	0.7491	0.7491	0.7579
S3	0.7340	0.7398	0.7565
S4	0.7188	0.7246	0.7524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7736	0.7585	0.0152	2.0%	0.0059	0.8%	15%	False	True	53,673
10	0.7776	0.7585	0.0191	2.5%	0.0069	0.9%	12%	False	True	62,351
20	0.7848	0.7585	0.0264	3.5%	0.0079	1.0%	9%	False	True	63,066
40	0.7902	0.7585	0.0318	4.2%	0.0074	1.0%	7%	False	True	50,672
60	0.8018	0.7585	0.0434	5.7%	0.0071	0.9%	5%	False	True	33,937
80	0.8018	0.7570	0.0448	5.9%	0.0071	0.9%	8%	False	False	25,506
100	0.8018	0.7417	0.0601	7.9%	0.0070	0.9%	32%	False	False	20,425
120	0.8018	0.7112	0.0906	11.9%	0.0069	0.9%	55%	False	False	17,025

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	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7981
2.618	0.7858
1.618	0.7782
1.000	0.7736
0.618	0.7707
HIGH	0.7660
0.618	0.7631
0.500	0.7622
0.382	0.7613
LOW	0.7585
0.618	0.7538
1.000	0.7509
1.618	0.7462
2.618	0.7387
4.250	0.7264

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	0.7622	0.7635
PP	0.7617	0.7626
S1	0.7612	0.7616

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