CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 0.7649 0.7720 0.0071 0.9% 0.7650
High 0.7745 0.7808 0.0063 0.8% 0.7745
Low 0.7649 0.7713 0.0064 0.8% 0.7619
Close 0.7740 0.7808 0.0068 0.9% 0.7740
Range 0.0096 0.0095 -0.0001 -1.0% 0.0126
ATR 0.0061 0.0063 0.0002 4.1% 0.0000
Volume 404 108 -296 -73.3% 701
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8061 0.8030 0.7860
R3 0.7966 0.7935 0.7834
R2 0.7871 0.7871 0.7825
R1 0.7840 0.7840 0.7817 0.7856
PP 0.7776 0.7776 0.7776 0.7784
S1 0.7745 0.7745 0.7799 0.7761
S2 0.7681 0.7681 0.7791
S3 0.7586 0.7650 0.7782
S4 0.7491 0.7555 0.7756
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 0.7808 0.7619 0.0189 2.4% 0.0064 0.8% 100% True False 161
10 0.7808 0.7589 0.0219 2.8% 0.0053 0.7% 100% True False 156
20 0.7825 0.7589 0.0236 3.0% 0.0052 0.7% 93% False False 148
40 0.8000 0.7589 0.0411 5.3% 0.0056 0.7% 53% False False 119
60 0.8000 0.7479 0.0521 6.7% 0.0053 0.7% 63% False False 90
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8212
2.618 0.8057
1.618 0.7962
1.000 0.7903
0.618 0.7867
HIGH 0.7808
0.618 0.7772
0.500 0.7761
0.382 0.7749
LOW 0.7713
0.618 0.7654
1.000 0.7618
1.618 0.7559
2.618 0.7464
4.250 0.7309
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 0.7792 0.7777
PP 0.7776 0.7747
S1 0.7761 0.7716

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

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