CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 0.7634 0.7651 0.0017 0.2% 0.7611
High 0.7657 0.7697 0.0040 0.5% 0.7694
Low 0.7608 0.7642 0.0034 0.4% 0.7546
Close 0.7648 0.7687 0.0039 0.5% 0.7669
Range 0.0050 0.0056 0.0006 12.1% 0.0148
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 59,272 61,050 1,778 3.0% 310,730
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7842 0.7820 0.7718
R3 0.7786 0.7764 0.7702
R2 0.7731 0.7731 0.7697
R1 0.7709 0.7709 0.7692 0.7720
PP 0.7675 0.7675 0.7675 0.7681
S1 0.7653 0.7653 0.7682 0.7664
S2 0.7620 0.7620 0.7677
S3 0.7564 0.7598 0.7672
S4 0.7509 0.7542 0.7656
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 0.7697 0.7586 0.0112 1.5% 0.0071 0.9% 91% True False 64,253
10 0.7697 0.7546 0.0151 2.0% 0.0068 0.9% 93% True False 62,694
20 0.7776 0.7546 0.0230 3.0% 0.0068 0.9% 61% False False 61,949
40 0.7899 0.7546 0.0353 4.6% 0.0073 1.0% 40% False False 62,173
60 0.7902 0.7546 0.0356 4.6% 0.0070 0.9% 40% False False 43,081
80 0.8018 0.7546 0.0472 6.1% 0.0069 0.9% 30% False False 32,384
100 0.8018 0.7465 0.0553 7.2% 0.0070 0.9% 40% False False 25,930
120 0.8018 0.7200 0.0818 10.6% 0.0068 0.9% 60% False False 21,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7933
2.618 0.7842
1.618 0.7787
1.000 0.7753
0.618 0.7731
HIGH 0.7697
0.618 0.7676
0.500 0.7669
0.382 0.7663
LOW 0.7642
0.618 0.7607
1.000 0.7586
1.618 0.7552
2.618 0.7496
4.250 0.7406
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 0.7681 0.7675
PP 0.7675 0.7664
S1 0.7669 0.7652

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

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