CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 0.7602 0.7670 0.0068 0.9% 0.7611
High 0.7694 0.7678 -0.0016 -0.2% 0.7694
Low 0.7586 0.7619 0.0034 0.4% 0.7546
Close 0.7669 0.7636 -0.0033 -0.4% 0.7669
Range 0.0109 0.0059 -0.0050 -45.6% 0.0148
ATR 0.0073 0.0072 -0.0001 -1.4% 0.0000
Volume 80,760 40,005 -40,755 -50.5% 310,730
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7821 0.7788 0.7668
R3 0.7762 0.7729 0.7652
R2 0.7703 0.7703 0.7647
R1 0.7670 0.7670 0.7641 0.7657
PP 0.7644 0.7644 0.7644 0.7638
S1 0.7611 0.7611 0.7631 0.7598
S2 0.7585 0.7585 0.7625
S3 0.7526 0.7552 0.7620
S4 0.7467 0.7493 0.7604
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% 0.0070 0.9% 61% False False 60,517
10 0.7731 0.7546 0.0185 2.4% 0.0066 0.9% 49% False False 57,214
20 0.7795 0.7546 0.0249 3.3% 0.0072 0.9% 36% False False 61,792
40 0.7902 0.7546 0.0356 4.7% 0.0074 1.0% 25% False False 59,027
60 0.7902 0.7546 0.0356 4.7% 0.0070 0.9% 25% False False 39,759
80 0.8018 0.7546 0.0472 6.2% 0.0070 0.9% 19% False False 29,882
100 0.8018 0.7465 0.0553 7.2% 0.0070 0.9% 31% False False 23,928
120 0.8018 0.7150 0.0868 11.4% 0.0069 0.9% 56% False False 19,947
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7929
2.618 0.7832
1.618 0.7773
1.000 0.7737
0.618 0.7714
HIGH 0.7678
0.618 0.7655
0.500 0.7649
0.382 0.7642
LOW 0.7619
0.618 0.7583
1.000 0.7560
1.618 0.7524
2.618 0.7465
4.250 0.7368
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 0.7649 0.7638
PP 0.7644 0.7637
S1 0.7640 0.7637

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

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