CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 0.7804 0.7782 -0.0022 -0.3% 0.7720
High 0.7804 0.7785 -0.0019 -0.2% 0.7899
Low 0.7772 0.7733 -0.0039 -0.5% 0.7713
Close 0.7782 0.7744 -0.0038 -0.5% 0.7838
Range 0.0032 0.0052 0.0020 62.5% 0.0186
ATR 0.0059 0.0058 0.0000 -0.8% 0.0000
Volume 284 210 -74 -26.1% 1,252
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7910 0.7879 0.7773
R3 0.7858 0.7827 0.7758
R2 0.7806 0.7806 0.7754
R1 0.7775 0.7775 0.7749 0.7765
PP 0.7754 0.7754 0.7754 0.7749
S1 0.7723 0.7723 0.7739 0.7713
S2 0.7702 0.7702 0.7734
S3 0.7650 0.7671 0.7730
S4 0.7598 0.7619 0.7715
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 0.7733 0.0166 2.1% 0.0049 0.6% 7% False True 249
10 0.7899 0.7624 0.0275 3.6% 0.0055 0.7% 44% False False 242
20 0.7899 0.7589 0.0310 4.0% 0.0052 0.7% 50% False False 187
40 0.8000 0.7589 0.0411 5.3% 0.0052 0.7% 38% False False 153
60 0.8000 0.7532 0.0468 6.0% 0.0051 0.7% 45% False False 117
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8006
2.618 0.7921
1.618 0.7869
1.000 0.7837
0.618 0.7817
HIGH 0.7785
0.618 0.7765
0.500 0.7759
0.382 0.7753
LOW 0.7733
0.618 0.7701
1.000 0.7681
1.618 0.7649
2.618 0.7597
4.250 0.7512
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 0.7759 0.7787
PP 0.7754 0.7772
S1 0.7749 0.7758

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

View Archives - Comment on this page... - Back to Index of Symbols