CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 0.7384 0.7378 -0.0006 -0.1% 0.7494
High 0.7384 0.7396 0.0012 0.2% 0.7512
Low 0.7350 0.7355 0.0005 0.1% 0.7470
Close 0.7360 0.7357 -0.0003 0.0% 0.7475
Range 0.0034 0.0041 0.0007 20.6% 0.0042
ATR 0.0038 0.0038 0.0000 0.5% 0.0000
Volume 105 115 10 9.5% 407
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7492 0.7466 0.7380
R3 0.7451 0.7425 0.7368
R2 0.7410 0.7410 0.7365
R1 0.7384 0.7384 0.7361 0.7377
PP 0.7369 0.7369 0.7369 0.7366
S1 0.7343 0.7343 0.7353 0.7336
S2 0.7328 0.7328 0.7349
S3 0.7287 0.7302 0.7346
S4 0.7246 0.7261 0.7334
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7612 0.7585 0.7498
R3 0.7570 0.7543 0.7487
R2 0.7528 0.7528 0.7483
R1 0.7501 0.7501 0.7479 0.7494
PP 0.7486 0.7486 0.7486 0.7482
S1 0.7459 0.7459 0.7471 0.7452
S2 0.7444 0.7444 0.7467
S3 0.7402 0.7417 0.7463
S4 0.7360 0.7375 0.7452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7496 0.7350 0.0146 2.0% 0.0034 0.5% 5% False False 89
10 0.7528 0.7350 0.0178 2.4% 0.0027 0.4% 4% False False 75
20 0.7557 0.7350 0.0207 2.8% 0.0026 0.4% 3% False False 47
40 0.7783 0.7350 0.0433 5.9% 0.0038 0.5% 2% False False 47
60 0.7783 0.7350 0.0433 5.9% 0.0039 0.5% 2% False False 35
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7503
1.618 0.7462
1.000 0.7437
0.618 0.7421
HIGH 0.7396
0.618 0.7380
0.500 0.7376
0.382 0.7371
LOW 0.7355
0.618 0.7330
1.000 0.7314
1.618 0.7289
2.618 0.7248
4.250 0.7181
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 0.7376 0.7410
PP 0.7369 0.7392
S1 0.7363 0.7375

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

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