CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 0.7635 0.7649 0.0014 0.2% 0.7650
High 0.7653 0.7745 0.0092 1.2% 0.7745
Low 0.7624 0.7649 0.0025 0.3% 0.7619
Close 0.7631 0.7740 0.0109 1.4% 0.7740
Range 0.0029 0.0096 0.0067 231.0% 0.0126
ATR 0.0056 0.0061 0.0004 7.3% 0.0000
Volume 80 404 324 405.0% 701
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7999 0.7966 0.7793
R3 0.7903 0.7870 0.7766
R2 0.7807 0.7807 0.7758
R1 0.7774 0.7774 0.7749 0.7790
PP 0.7711 0.7711 0.7711 0.7720
S1 0.7678 0.7678 0.7731 0.7695
S2 0.7615 0.7615 0.7722
S3 0.7519 0.7582 0.7714
S4 0.7423 0.7486 0.7687
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8079 0.8036 0.7809
R3 0.7953 0.7910 0.7775
R2 0.7827 0.7827 0.7763
R1 0.7784 0.7784 0.7752 0.7805
PP 0.7701 0.7701 0.7701 0.7712
S1 0.7658 0.7658 0.7728 0.7680
S2 0.7575 0.7575 0.7717
S3 0.7449 0.7532 0.7705
S4 0.7323 0.7406 0.7671
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% 0.0052 0.7% 96% True False 149
10 0.7745 0.7589 0.0156 2.0% 0.0048 0.6% 97% True False 148
20 0.7825 0.7589 0.0236 3.0% 0.0050 0.6% 64% False False 150
40 0.8000 0.7589 0.0411 5.3% 0.0054 0.7% 37% False False 118
60 0.8000 0.7469 0.0531 6.9% 0.0052 0.7% 51% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8153
2.618 0.7996
1.618 0.7900
1.000 0.7841
0.618 0.7804
HIGH 0.7745
0.618 0.7708
0.500 0.7697
0.382 0.7686
LOW 0.7649
0.618 0.7590
1.000 0.7553
1.618 0.7494
2.618 0.7398
4.250 0.7241
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 0.7726 0.7722
PP 0.7711 0.7703
S1 0.7697 0.7685

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

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