CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 0.7823 0.7798 -0.0025 -0.3% 0.7726
High 0.7842 0.7801 -0.0041 -0.5% 0.7902
Low 0.7787 0.7771 -0.0016 -0.2% 0.7703
Close 0.7812 0.7781 -0.0031 -0.4% 0.7835
Range 0.0055 0.0030 -0.0025 -45.5% 0.0199
ATR 0.0072 0.0069 -0.0002 -3.0% 0.0000
Volume 9,097 1,380 -7,717 -84.8% 346,184
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7874 0.7858 0.7798
R3 0.7844 0.7828 0.7789
R2 0.7814 0.7814 0.7787
R1 0.7798 0.7798 0.7784 0.7791
PP 0.7784 0.7784 0.7784 0.7781
S1 0.7768 0.7768 0.7778 0.7761
S2 0.7754 0.7754 0.7776
S3 0.7724 0.7738 0.7773
S4 0.7694 0.7708 0.7765
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8410 0.8322 0.7944
R3 0.8211 0.8123 0.7890
R2 0.8012 0.8012 0.7871
R1 0.7924 0.7924 0.7853 0.7968
PP 0.7813 0.7813 0.7813 0.7836
S1 0.7725 0.7725 0.7817 0.7769
S2 0.7614 0.7614 0.7799
S3 0.7415 0.7526 0.7780
S4 0.7216 0.7327 0.7726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7902 0.7771 0.0131 1.7% 0.0057 0.7% 8% False True 43,989
10 0.7902 0.7607 0.0295 3.8% 0.0067 0.9% 59% False False 56,291
20 0.7902 0.7582 0.0320 4.1% 0.0067 0.9% 62% False False 62,254
40 0.8025 0.7582 0.0443 5.7% 0.0070 0.9% 45% False False 66,750
60 0.8025 0.7521 0.0504 6.5% 0.0075 1.0% 52% False False 66,094
80 0.8025 0.7218 0.0807 10.4% 0.0076 1.0% 70% False False 57,005
100 0.8025 0.6988 0.1037 13.3% 0.0078 1.0% 76% False False 45,690
120 0.8025 0.6819 0.1206 15.5% 0.0074 1.0% 80% False False 38,115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 0.7929
2.618 0.7880
1.618 0.7850
1.000 0.7831
0.618 0.7820
HIGH 0.7801
0.618 0.7790
0.500 0.7786
0.382 0.7782
LOW 0.7771
0.618 0.7752
1.000 0.7741
1.618 0.7722
2.618 0.7692
4.250 0.7644
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 0.7786 0.7834
PP 0.7784 0.7816
S1 0.7783 0.7799

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

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