CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	0.7681	0.7585	-0.0096	-1.2%	0.7670
High	0.7689	0.7615	-0.0075	-1.0%	0.7697
Low	0.7577	0.7582	0.0005	0.1%	0.7577
Close	0.7600	0.7596	-0.0004	-0.1%	0.7600
Range	0.0112	0.0033	-0.0079	-70.5%	0.0120
ATR	0.0073	0.0070	-0.0003	-3.9%	0.0000
Volume	86,354	50,281	-36,073	-41.8%	326,861

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7696	0.7679	0.7614
R3	0.7663	0.7646	0.7605
R2	0.7630	0.7630	0.7602
R1	0.7613	0.7613	0.7599	0.7622
PP	0.7597	0.7597	0.7597	0.7602
S1	0.7580	0.7580	0.7593	0.7589
S2	0.7564	0.7564	0.7590
S3	0.7531	0.7547	0.7587
S4	0.7498	0.7514	0.7578

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%	0.0066	0.9%	16%	False	False	67,427
10	0.7697	0.7546	0.0151	2.0%	0.0068	0.9%	33%	False	False	63,972
20	0.7776	0.7546	0.0230	3.0%	0.0069	0.9%	22%	False	False	62,021
40	0.7889	0.7546	0.0343	4.5%	0.0073	1.0%	15%	False	False	61,933
60	0.7902	0.7546	0.0356	4.7%	0.0071	0.9%	14%	False	False	45,350
80	0.8018	0.7546	0.0472	6.2%	0.0070	0.9%	11%	False	False	34,089
100	0.8018	0.7529	0.0489	6.4%	0.0069	0.9%	14%	False	False	27,294
120	0.8018	0.7222	0.0796	10.5%	0.0068	0.9%	47%	False	False	22,755

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	0.7755
2.618	0.7701
1.618	0.7668
1.000	0.7648
0.618	0.7635
HIGH	0.7615
0.618	0.7602
0.500	0.7598
0.382	0.7594
LOW	0.7582
0.618	0.7561
1.000	0.7549
1.618	0.7528
2.618	0.7495
4.250	0.7441

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	0.7598	0.7637
PP	0.7597	0.7623
S1	0.7597	0.7610

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