CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 0.7854 0.7893 0.0039 0.5% 0.7650
High 0.7899 0.7893 -0.0006 -0.1% 0.7745
Low 0.7854 0.7838 -0.0016 -0.2% 0.7619
Close 0.7877 0.7871 -0.0006 -0.1% 0.7740
Range 0.0045 0.0055 0.0010 22.2% 0.0126
ATR 0.0062 0.0061 0.0000 -0.8% 0.0000
Volume 154 254 100 64.9% 701
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8032 0.8007 0.7901
R3 0.7977 0.7952 0.7886
R2 0.7922 0.7922 0.7881
R1 0.7897 0.7897 0.7876 0.7882
PP 0.7867 0.7867 0.7867 0.7860
S1 0.7842 0.7842 0.7866 0.7827
S2 0.7812 0.7812 0.7861
S3 0.7757 0.7787 0.7856
S4 0.7702 0.7732 0.7841
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 0.7649 0.0250 3.2% 0.0067 0.9% 89% False False 269
10 0.7899 0.7619 0.0280 3.6% 0.0055 0.7% 90% False False 222
20 0.7899 0.7589 0.0310 3.9% 0.0052 0.7% 91% False False 160
40 0.8000 0.7589 0.0411 5.2% 0.0056 0.7% 69% False False 136
60 0.8000 0.7488 0.0512 6.5% 0.0053 0.7% 75% False False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8127
2.618 0.8037
1.618 0.7982
1.000 0.7948
0.618 0.7927
HIGH 0.7893
0.618 0.7872
0.500 0.7866
0.382 0.7859
LOW 0.7838
0.618 0.7804
1.000 0.7783
1.618 0.7749
2.618 0.7694
4.250 0.7604
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 0.7869 0.7865
PP 0.7867 0.7858
S1 0.7866 0.7852

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

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