CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 0.7860 0.7832 -0.0028 -0.4% 0.7720
High 0.7899 0.7840 -0.0059 -0.7% 0.7899
Low 0.7835 0.7800 -0.0035 -0.4% 0.7713
Close 0.7838 0.7814 -0.0024 -0.3% 0.7838
Range 0.0064 0.0040 -0.0024 -37.5% 0.0186
ATR 0.0062 0.0060 -0.0002 -2.5% 0.0000
Volume 309 190 -119 -38.5% 1,252
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7938 0.7916 0.7836
R3 0.7898 0.7876 0.7825
R2 0.7858 0.7858 0.7821
R1 0.7836 0.7836 0.7818 0.7827
PP 0.7818 0.7818 0.7818 0.7814
S1 0.7796 0.7796 0.7810 0.7787
S2 0.7778 0.7778 0.7807
S3 0.7738 0.7756 0.7803
S4 0.7698 0.7716 0.7792
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8375 0.8292 0.7940
R3 0.8189 0.8106 0.7889
R2 0.8003 0.8003 0.7872
R1 0.7920 0.7920 0.7855 0.7962
PP 0.7817 0.7817 0.7817 0.7837
S1 0.7734 0.7734 0.7821 0.7776
S2 0.7631 0.7631 0.7804
S3 0.7445 0.7548 0.7787
S4 0.7259 0.7362 0.7736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7899 0.7800 0.0099 1.3% 0.0050 0.6% 14% False True 266
10 0.7899 0.7619 0.0280 3.6% 0.0057 0.7% 70% False False 214
20 0.7899 0.7589 0.0310 4.0% 0.0052 0.7% 73% False False 170
40 0.8000 0.7589 0.0411 5.3% 0.0056 0.7% 55% False False 144
60 0.8000 0.7532 0.0468 6.0% 0.0051 0.6% 60% False False 109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8010
2.618 0.7945
1.618 0.7905
1.000 0.7880
0.618 0.7865
HIGH 0.7840
0.618 0.7825
0.500 0.7820
0.382 0.7815
LOW 0.7800
0.618 0.7775
1.000 0.7760
1.618 0.7735
2.618 0.7695
4.250 0.7630
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 0.7820 0.7850
PP 0.7818 0.7838
S1 0.7816 0.7826

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

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