CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 0.7782 0.7748 -0.0034 -0.4% 0.7720
High 0.7785 0.7753 -0.0032 -0.4% 0.7899
Low 0.7733 0.7645 -0.0088 -1.1% 0.7713
Close 0.7744 0.7721 -0.0023 -0.3% 0.7838
Range 0.0052 0.0108 0.0056 107.7% 0.0186
ATR 0.0058 0.0062 0.0004 6.1% 0.0000
Volume 210 134 -76 -36.2% 1,252
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8030 0.7984 0.7780
R3 0.7922 0.7876 0.7751
R2 0.7814 0.7814 0.7741
R1 0.7768 0.7768 0.7731 0.7737
PP 0.7706 0.7706 0.7706 0.7691
S1 0.7660 0.7660 0.7711 0.7629
S2 0.7598 0.7598 0.7701
S3 0.7490 0.7552 0.7691
S4 0.7382 0.7444 0.7662
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 0.7645 0.0254 3.3% 0.0059 0.8% 30% False True 225
10 0.7899 0.7645 0.0254 3.3% 0.0063 0.8% 30% False True 247
20 0.7899 0.7589 0.0310 4.0% 0.0054 0.7% 43% False False 188
40 0.8000 0.7589 0.0411 5.3% 0.0054 0.7% 32% False False 154
60 0.8000 0.7532 0.0468 6.1% 0.0052 0.7% 40% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8212
2.618 0.8036
1.618 0.7928
1.000 0.7861
0.618 0.7820
HIGH 0.7753
0.618 0.7712
0.500 0.7699
0.382 0.7686
LOW 0.7645
0.618 0.7578
1.000 0.7537
1.618 0.7470
2.618 0.7362
4.250 0.7186
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 0.7714 0.7725
PP 0.7706 0.7723
S1 0.7699 0.7722

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

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