CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 0.7470 0.7495 0.0025 0.3% 0.7460
High 0.7484 0.7496 0.0012 0.2% 0.7528
Low 0.7470 0.7495 0.0025 0.3% 0.7460
Close 0.7483 0.7496 0.0013 0.2% 0.7486
Range 0.0014 0.0001 -0.0013 -92.9% 0.0068
ATR 0.0036 0.0035 -0.0002 -4.6% 0.0000
Volume 11 43 32 290.9% 79
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7499 0.7498 0.7497
R3 0.7498 0.7497 0.7496
R2 0.7497 0.7497 0.7496
R1 0.7496 0.7496 0.7496 0.7497
PP 0.7496 0.7496 0.7496 0.7496
S1 0.7495 0.7495 0.7496 0.7496
S2 0.7495 0.7495 0.7496
S3 0.7494 0.7494 0.7496
S4 0.7493 0.7493 0.7495
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7695 0.7659 0.7523
R3 0.7627 0.7591 0.7505
R2 0.7559 0.7559 0.7498
R1 0.7523 0.7523 0.7492 0.7541
PP 0.7491 0.7491 0.7491 0.7501
S1 0.7455 0.7455 0.7480 0.7473
S2 0.7423 0.7423 0.7474
S3 0.7355 0.7387 0.7467
S4 0.7287 0.7319 0.7449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7528 0.7470 0.0058 0.8% 0.0019 0.3% 45% False False 61
10 0.7548 0.7460 0.0088 1.2% 0.0019 0.3% 41% False False 38
20 0.7603 0.7460 0.0143 1.9% 0.0026 0.3% 25% False False 38
40 0.7783 0.7460 0.0323 4.3% 0.0039 0.5% 11% False False 39
60 0.7783 0.7435 0.0348 4.6% 0.0037 0.5% 18% False False 28
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7500
2.618 0.7499
1.618 0.7498
1.000 0.7497
0.618 0.7497
HIGH 0.7496
0.618 0.7496
0.500 0.7496
0.382 0.7495
LOW 0.7495
0.618 0.7494
1.000 0.7494
1.618 0.7493
2.618 0.7492
4.250 0.7491
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 0.7496 0.7492
PP 0.7496 0.7487
S1 0.7496 0.7483

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

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