CME Canadian Dollar Future September 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 0.7861 0.7826 -0.0035 -0.4% 0.7733
High 0.7899 0.7844 -0.0055 -0.7% 0.7902
Low 0.7825 0.7789 -0.0036 -0.5% 0.7703
Close 0.7836 0.7813 -0.0023 -0.3% 0.7836
Range 0.0074 0.0055 -0.0019 -25.7% 0.0199
ATR 0.0070 0.0069 -0.0001 -1.5% 0.0000
Volume 87,659 60,035 -27,624 -31.5% 220,900
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7980 0.7952 0.7843
R3 0.7925 0.7897 0.7828
R2 0.7870 0.7870 0.7823
R1 0.7842 0.7842 0.7818 0.7829
PP 0.7815 0.7815 0.7815 0.7809
S1 0.7787 0.7787 0.7808 0.7774
S2 0.7760 0.7760 0.7803
S3 0.7705 0.7732 0.7798
S4 0.7650 0.7677 0.7783
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8411 0.8322 0.7945
R3 0.8212 0.8123 0.7891
R2 0.8013 0.8013 0.7872
R1 0.7924 0.7924 0.7854 0.7969
PP 0.7814 0.7814 0.7814 0.7836
S1 0.7725 0.7725 0.7818 0.7770
S2 0.7615 0.7615 0.7800
S3 0.7416 0.7526 0.7781
S4 0.7217 0.7327 0.7727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7902 0.7789 0.0113 1.4% 0.0063 0.8% 21% False True 53,526
10 0.7902 0.7609 0.0293 3.8% 0.0070 0.9% 70% False False 29,406
20 0.7902 0.7587 0.0315 4.0% 0.0065 0.8% 72% False False 15,169
40 0.8018 0.7587 0.0431 5.5% 0.0067 0.9% 52% False False 7,741
60 0.8018 0.7529 0.0489 6.3% 0.0066 0.8% 58% False False 5,196
80 0.8018 0.7222 0.0796 10.2% 0.0065 0.8% 74% False False 3,917
100 0.8018 0.6922 0.1096 14.0% 0.0066 0.8% 81% False False 3,140
120 0.8018 0.6842 0.1176 15.1% 0.0060 0.8% 83% False False 2,631
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8078
2.618 0.7988
1.618 0.7933
1.000 0.7899
0.618 0.7878
HIGH 0.7844
0.618 0.7823
0.500 0.7817
0.382 0.7810
LOW 0.7789
0.618 0.7755
1.000 0.7734
1.618 0.7700
2.618 0.7645
4.250 0.7555
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 0.7817 0.7844
PP 0.7815 0.7834
S1 0.7814 0.7823

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

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