CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 0.7589 0.7602 0.0014 0.2% 0.7611
High 0.7635 0.7694 0.0059 0.8% 0.7694
Low 0.7582 0.7586 0.0004 0.0% 0.7546
Close 0.7599 0.7669 0.0070 0.9% 0.7669
Range 0.0053 0.0109 0.0056 104.7% 0.0148
ATR 0.0071 0.0073 0.0003 3.8% 0.0000
Volume 56,185 80,760 24,575 43.7% 310,730
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.7975 0.7930 0.7728
R3 0.7866 0.7822 0.7698
R2 0.7758 0.7758 0.7688
R1 0.7713 0.7713 0.7678 0.7736
PP 0.7649 0.7649 0.7649 0.7661
S1 0.7605 0.7605 0.7659 0.7627
S2 0.7541 0.7541 0.7649
S3 0.7432 0.7496 0.7639
S4 0.7324 0.7388 0.7609
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.8080 0.8022 0.7750
R3 0.7932 0.7874 0.7709
R2 0.7784 0.7784 0.7696
R1 0.7726 0.7726 0.7682 0.7755
PP 0.7636 0.7636 0.7636 0.7651
S1 0.7578 0.7578 0.7655 0.7607
S2 0.7488 0.7488 0.7641
S3 0.7340 0.7430 0.7628
S4 0.7192 0.7282 0.7587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7694 0.7546 0.0148 1.9% 0.0071 0.9% 83% True False 62,146
10 0.7736 0.7546 0.0190 2.5% 0.0065 0.9% 64% False False 57,909
20 0.7795 0.7546 0.0249 3.2% 0.0072 0.9% 49% False False 61,795
40 0.7902 0.7546 0.0356 4.6% 0.0076 1.0% 34% False False 58,179
60 0.7902 0.7546 0.0356 4.6% 0.0070 0.9% 34% False False 39,096
80 0.8018 0.7546 0.0472 6.2% 0.0071 0.9% 26% False False 29,382
100 0.8018 0.7450 0.0568 7.4% 0.0071 0.9% 38% False False 23,529
120 0.8018 0.7150 0.0868 11.3% 0.0069 0.9% 60% False False 19,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8155
2.618 0.7978
1.618 0.7870
1.000 0.7803
0.618 0.7761
HIGH 0.7694
0.618 0.7653
0.500 0.7640
0.382 0.7627
LOW 0.7586
0.618 0.7518
1.000 0.7477
1.618 0.7410
2.618 0.7301
4.250 0.7124
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 0.7659 0.7652
PP 0.7649 0.7636
S1 0.7640 0.7620

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

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