CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 26-Sep-2016

Day Change Summary
	Previous	Current
	23-Sep-2016	26-Sep-2016	Change	Change %	Previous Week
Open	0.7667	0.7594	-0.0074	-1.0%	0.7570
High	0.7678	0.7616	-0.0062	-0.8%	0.7696
Low	0.7590	0.7554	-0.0036	-0.5%	0.7555
Close	0.7597	0.7562	-0.0035	-0.5%	0.7597
Range	0.0088	0.0062	-0.0026	-29.5%	0.0141
ATR	0.0065	0.0065	0.0000	-0.3%	0.0000
Volume	83,469	60,285	-23,184	-27.8%	322,300

Daily Pivots for day following 26-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7763	0.7724	0.7596
R3	0.7701	0.7662	0.7579
R2	0.7639	0.7639	0.7573
R1	0.7600	0.7600	0.7567	0.7589
PP	0.7577	0.7577	0.7577	0.7571
S1	0.7538	0.7538	0.7556	0.7527
S2	0.7515	0.7515	0.7550
S3	0.7453	0.7476	0.7544
S4	0.7391	0.7414	0.7527

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.7959	0.7674
R3	0.7898	0.7818	0.7635
R2	0.7757	0.7757	0.7622
R1	0.7677	0.7677	0.7609	0.7717
PP	0.7616	0.7616	0.7616	0.7636
S1	0.7536	0.7536	0.7584	0.7576
S2	0.7475	0.7475	0.7571
S3	0.7334	0.7395	0.7558
S4	0.7193	0.7254	0.7519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7554	0.0143	1.9%	0.0065	0.9%	6%	False	True	65,627
10	0.7696	0.7552	0.0144	1.9%	0.0063	0.8%	7%	False	False	60,467
20	0.7804	0.7552	0.0252	3.3%	0.0062	0.8%	4%	False	False	32,524
40	0.7838	0.7552	0.0286	3.8%	0.0060	0.8%	3%	False	False	16,465
60	0.7838	0.7550	0.0288	3.8%	0.0061	0.8%	4%	False	False	11,042
80	0.7899	0.7550	0.0349	4.6%	0.0062	0.8%	3%	False	False	8,372
100	0.7899	0.7550	0.0349	4.6%	0.0059	0.8%	3%	False	False	6,724
120	0.8000	0.7550	0.0450	6.0%	0.0058	0.8%	3%	False	False	5,617

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7879
2.618	0.7778
1.618	0.7716
1.000	0.7678
0.618	0.7654
HIGH	0.7616
0.618	0.7592
0.500	0.7585
0.382	0.7577
LOW	0.7554
0.618	0.7515
1.000	0.7492
1.618	0.7453
2.618	0.7391
4.250	0.7290

Fisher Pivots for day following 26-Sep-2016
Pivot	1 day	3 day
R1	0.7585	0.7625
PP	0.7577	0.7604
S1	0.7569	0.7583

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