CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 0.7720 0.7804 0.0084 1.1% 0.7650
High 0.7808 0.7850 0.0042 0.5% 0.7745
Low 0.7713 0.7804 0.0091 1.2% 0.7619
Close 0.7808 0.7837 0.0029 0.4% 0.7740
Range 0.0095 0.0046 -0.0049 -51.6% 0.0126
ATR 0.0063 0.0062 -0.0001 -1.9% 0.0000
Volume 108 427 319 295.4% 701
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7968 0.7949 0.7862
R3 0.7922 0.7903 0.7850
R2 0.7876 0.7876 0.7845
R1 0.7857 0.7857 0.7841 0.7867
PP 0.7830 0.7830 0.7830 0.7835
S1 0.7811 0.7811 0.7833 0.7821
S2 0.7784 0.7784 0.7829
S3 0.7738 0.7765 0.7824
S4 0.7692 0.7719 0.7812
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 0.7850 0.7624 0.0226 2.9% 0.0058 0.7% 94% True False 215
10 0.7850 0.7589 0.0261 3.3% 0.0056 0.7% 95% True False 196
20 0.7850 0.7589 0.0261 3.3% 0.0052 0.7% 95% True False 164
40 0.8000 0.7589 0.0411 5.2% 0.0056 0.7% 60% False False 128
60 0.8000 0.7479 0.0521 6.6% 0.0052 0.7% 69% False False 96
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8046
2.618 0.7970
1.618 0.7924
1.000 0.7896
0.618 0.7878
HIGH 0.7850
0.618 0.7832
0.500 0.7827
0.382 0.7822
LOW 0.7804
0.618 0.7776
1.000 0.7758
1.618 0.7730
2.618 0.7684
4.250 0.7609
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 0.7834 0.7808
PP 0.7830 0.7779
S1 0.7827 0.7750

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

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