CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 0.7804 0.7854 0.0050 0.6% 0.7650
High 0.7850 0.7899 0.0049 0.6% 0.7745
Low 0.7804 0.7854 0.0050 0.6% 0.7619
Close 0.7837 0.7877 0.0040 0.5% 0.7740
Range 0.0046 0.0045 -0.0001 -2.2% 0.0126
ATR 0.0062 0.0062 0.0000 0.0% 0.0000
Volume 427 154 -273 -63.9% 701
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8012 0.7989 0.7902
R3 0.7967 0.7944 0.7889
R2 0.7922 0.7922 0.7885
R1 0.7899 0.7899 0.7881 0.7911
PP 0.7877 0.7877 0.7877 0.7882
S1 0.7854 0.7854 0.7873 0.7866
S2 0.7832 0.7832 0.7869
S3 0.7787 0.7809 0.7865
S4 0.7742 0.7764 0.7852
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 0.7899 0.7624 0.0275 3.5% 0.0062 0.8% 92% True False 234
10 0.7899 0.7619 0.0280 3.6% 0.0055 0.7% 92% True False 201
20 0.7899 0.7589 0.0310 3.9% 0.0053 0.7% 93% True False 159
40 0.8000 0.7589 0.0411 5.2% 0.0055 0.7% 70% False False 132
60 0.8000 0.7479 0.0521 6.6% 0.0052 0.7% 76% False False 99
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8090
2.618 0.8017
1.618 0.7972
1.000 0.7944
0.618 0.7927
HIGH 0.7899
0.618 0.7882
0.500 0.7877
0.382 0.7871
LOW 0.7854
0.618 0.7826
1.000 0.7809
1.618 0.7781
2.618 0.7736
4.250 0.7663
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 0.7877 0.7853
PP 0.7877 0.7830
S1 0.7877 0.7806

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

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