CME Canadian Dollar Future September 2016


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Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 0.7624 0.7667 0.0043 0.6% 0.7670
High 0.7701 0.7720 0.0019 0.2% 0.7697
Low 0.7623 0.7648 0.0025 0.3% 0.7577
Close 0.7661 0.7712 0.0052 0.7% 0.7600
Range 0.0079 0.0072 -0.0007 -8.3% 0.0120
ATR 0.0070 0.0070 0.0000 0.2% 0.0000
Volume 85,743 63,814 -21,929 -25.6% 326,861
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 0.7909 0.7883 0.7752
R3 0.7837 0.7811 0.7732
R2 0.7765 0.7765 0.7725
R1 0.7739 0.7739 0.7719 0.7752
PP 0.7693 0.7693 0.7693 0.7700
S1 0.7667 0.7667 0.7705 0.7680
S2 0.7621 0.7621 0.7699
S3 0.7549 0.7595 0.7692
S4 0.7477 0.7523 0.7672
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 0.7720 0.7577 0.0143 1.8% 0.0069 0.9% 95% True False 69,485
10 0.7720 0.7577 0.0143 1.8% 0.0070 0.9% 95% True False 66,869
20 0.7776 0.7546 0.0230 3.0% 0.0066 0.9% 72% False False 61,229
40 0.7889 0.7546 0.0343 4.4% 0.0074 1.0% 48% False False 62,714
60 0.7902 0.7546 0.0356 4.6% 0.0071 0.9% 47% False False 48,840
80 0.8018 0.7546 0.0472 6.1% 0.0069 0.9% 35% False False 36,710
100 0.8018 0.7529 0.0489 6.3% 0.0070 0.9% 37% False False 29,397
120 0.8018 0.7222 0.0796 10.3% 0.0069 0.9% 62% False False 24,512
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8026
2.618 0.7908
1.618 0.7836
1.000 0.7792
0.618 0.7764
HIGH 0.7720
0.618 0.7692
0.500 0.7684
0.382 0.7675
LOW 0.7648
0.618 0.7603
1.000 0.7576
1.618 0.7531
2.618 0.7459
4.250 0.7342
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 0.7703 0.7692
PP 0.7693 0.7671
S1 0.7684 0.7651

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

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