CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 0.7650 0.7648 -0.0002 0.0% 0.7600
High 0.7694 0.7660 -0.0034 -0.4% 0.7745
Low 0.7619 0.7634 0.0015 0.2% 0.7589
Close 0.7619 0.7652 0.0033 0.4% 0.7691
Range 0.0075 0.0026 -0.0049 -65.3% 0.0156
ATR 0.0060 0.0059 -0.0001 -2.3% 0.0000
Volume 160 57 -103 -64.4% 759
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7727 0.7715 0.7666
R3 0.7701 0.7689 0.7659
R2 0.7675 0.7675 0.7657
R1 0.7663 0.7663 0.7654 0.7669
PP 0.7649 0.7649 0.7649 0.7652
S1 0.7637 0.7637 0.7650 0.7643
S2 0.7623 0.7623 0.7647
S3 0.7597 0.7611 0.7645
S4 0.7571 0.7585 0.7638
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.8143 0.8073 0.7777
R3 0.7987 0.7917 0.7734
R2 0.7831 0.7831 0.7720
R1 0.7761 0.7761 0.7705 0.7796
PP 0.7675 0.7675 0.7675 0.7693
S1 0.7605 0.7605 0.7677 0.7640
S2 0.7519 0.7519 0.7662
S3 0.7363 0.7449 0.7648
S4 0.7207 0.7293 0.7605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7619 0.0126 1.6% 0.0048 0.6% 26% False False 168
10 0.7750 0.7589 0.0161 2.1% 0.0049 0.6% 39% False False 132
20 0.7871 0.7589 0.0282 3.7% 0.0051 0.7% 22% False False 135
40 0.8000 0.7589 0.0411 5.4% 0.0051 0.7% 15% False False 106
60 0.8000 0.7469 0.0531 6.9% 0.0052 0.7% 34% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7728
1.618 0.7702
1.000 0.7686
0.618 0.7676
HIGH 0.7660
0.618 0.7650
0.500 0.7647
0.382 0.7644
LOW 0.7634
0.618 0.7618
1.000 0.7608
1.618 0.7592
2.618 0.7566
4.250 0.7524
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 0.7650 0.7659
PP 0.7649 0.7656
S1 0.7647 0.7654

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

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