CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	0.7741	0.7691	-0.0050	-0.6%	0.7770
High	0.7795	0.7695	-0.0101	-1.3%	0.7795
Low	0.7686	0.7665	-0.0021	-0.3%	0.7686
Close	0.7688	0.7682	-0.0006	-0.1%	0.7688
Range	0.0110	0.0030	-0.0080	-72.6%	0.0110
ATR	0.0064	0.0062	-0.0002	-3.8%	0.0000
Volume	82,467	45,734	-36,733	-44.5%	275,389

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7770	0.7756	0.7698
R3	0.7740	0.7726	0.7690
R2	0.7710	0.7710	0.7687
R1	0.7696	0.7696	0.7684	0.7688
PP	0.7680	0.7680	0.7680	0.7676
S1	0.7666	0.7666	0.7679	0.7658
S2	0.7650	0.7650	0.7676
S3	0.7620	0.7636	0.7673
S4	0.7590	0.7606	0.7665

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8051	0.7979	0.7748
R3	0.7942	0.7869	0.7718
R2	0.7832	0.7832	0.7708
R1	0.7760	0.7760	0.7698	0.7741
PP	0.7723	0.7723	0.7723	0.7713
S1	0.7650	0.7650	0.7677	0.7632
S2	0.7613	0.7613	0.7667
S3	0.7504	0.7541	0.7657
S4	0.7394	0.7431	0.7627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7795	0.7665	0.0131	1.7%	0.0050	0.7%	13%	False	True	52,655
10	0.7836	0.7665	0.0172	2.2%	0.0057	0.7%	10%	False	True	57,642
20	0.7836	0.7577	0.0259	3.4%	0.0059	0.8%	40%	False	False	61,310
40	0.7836	0.7546	0.0290	3.8%	0.0065	0.9%	47%	False	False	61,551
60	0.7902	0.7546	0.0356	4.6%	0.0069	0.9%	38%	False	False	59,788
80	0.7902	0.7546	0.0356	4.6%	0.0068	0.9%	38%	False	False	45,147
100	0.8018	0.7546	0.0472	6.1%	0.0068	0.9%	29%	False	False	36,167
120	0.8018	0.7465	0.0553	7.2%	0.0068	0.9%	39%	False	False	30,158

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7822
2.618	0.7773
1.618	0.7743
1.000	0.7725
0.618	0.7713
HIGH	0.7695
0.618	0.7683
0.500	0.7680
0.382	0.7676
LOW	0.7665
0.618	0.7646
1.000	0.7635
1.618	0.7616
2.618	0.7586
4.250	0.7537

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	0.7681	0.7730
PP	0.7680	0.7714
S1	0.7680	0.7698

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