CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 0.7651 0.7681 0.0031 0.4% 0.7670
High 0.7697 0.7689 -0.0008 -0.1% 0.7697
Low 0.7642 0.7577 -0.0065 -0.8% 0.7577
Close 0.7687 0.7600 -0.0087 -1.1% 0.7600
Range 0.0056 0.0112 0.0057 101.8% 0.0120
ATR 0.0070 0.0073 0.0003 4.3% 0.0000
Volume 61,050 86,354 25,304 41.4% 326,861
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7958 0.7891 0.7662
R3 0.7846 0.7779 0.7631
R2 0.7734 0.7734 0.7621
R1 0.7667 0.7667 0.7610 0.7645
PP 0.7622 0.7622 0.7622 0.7611
S1 0.7555 0.7555 0.7590 0.7533
S2 0.7510 0.7510 0.7579
S3 0.7398 0.7443 0.7569
S4 0.7286 0.7331 0.7538
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7985 0.7912 0.7666
R3 0.7865 0.7792 0.7633
R2 0.7745 0.7745 0.7622
R1 0.7672 0.7672 0.7611 0.7649
PP 0.7625 0.7625 0.7625 0.7613
S1 0.7552 0.7552 0.7589 0.7529
S2 0.7505 0.7505 0.7578
S3 0.7385 0.7432 0.7567
S4 0.7265 0.7312 0.7534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7697 0.7577 0.0120 1.6% 0.0071 0.9% 19% False True 65,372
10 0.7697 0.7546 0.0151 2.0% 0.0071 0.9% 36% False False 63,759
20 0.7776 0.7546 0.0230 3.0% 0.0070 0.9% 24% False False 63,055
40 0.7899 0.7546 0.0353 4.6% 0.0074 1.0% 15% False False 62,867
60 0.7902 0.7546 0.0356 4.7% 0.0071 0.9% 15% False False 44,515
80 0.8018 0.7546 0.0472 6.2% 0.0070 0.9% 11% False False 33,462
100 0.8018 0.7476 0.0542 7.1% 0.0071 0.9% 23% False False 26,793
120 0.8018 0.7216 0.0802 10.6% 0.0069 0.9% 48% False False 22,336
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8165
2.618 0.7982
1.618 0.7870
1.000 0.7801
0.618 0.7758
HIGH 0.7689
0.618 0.7646
0.500 0.7633
0.382 0.7620
LOW 0.7577
0.618 0.7508
1.000 0.7465
1.618 0.7396
2.618 0.7284
4.250 0.7101
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 0.7633 0.7637
PP 0.7622 0.7625
S1 0.7611 0.7612

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

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