CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 0.7280 0.7246 -0.0034 -0.5% 0.7470
High 0.7280 0.7246 -0.0034 -0.5% 0.7470
Low 0.7230 0.7158 -0.0072 -1.0% 0.7275
Close 0.7266 0.7167 -0.0099 -1.4% 0.7281
Range 0.0050 0.0088 0.0038 76.0% 0.0195
ATR 0.0039 0.0044 0.0005 12.9% 0.0000
Volume 54 159 105 194.4% 599
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7454 0.7399 0.7215
R3 0.7366 0.7311 0.7191
R2 0.7278 0.7278 0.7183
R1 0.7223 0.7223 0.7175 0.7207
PP 0.7190 0.7190 0.7190 0.7182
S1 0.7135 0.7135 0.7159 0.7119
S2 0.7102 0.7102 0.7151
S3 0.7014 0.7047 0.7143
S4 0.6926 0.6959 0.7119
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7927 0.7799 0.7388
R3 0.7732 0.7604 0.7335
R2 0.7537 0.7537 0.7317
R1 0.7409 0.7409 0.7299 0.7376
PP 0.7342 0.7342 0.7342 0.7325
S1 0.7214 0.7214 0.7263 0.7181
S2 0.7147 0.7147 0.7245
S3 0.6952 0.7019 0.7227
S4 0.6757 0.6824 0.7174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7339 0.7158 0.0181 2.5% 0.0048 0.7% 5% False True 142
10 0.7492 0.7158 0.0334 4.7% 0.0044 0.6% 3% False True 121
20 0.7548 0.7158 0.0390 5.4% 0.0031 0.4% 2% False True 79
40 0.7662 0.7158 0.0504 7.0% 0.0036 0.5% 2% False True 59
60 0.7783 0.7158 0.0625 8.7% 0.0039 0.5% 1% False True 47
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 0.0004
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7476
1.618 0.7388
1.000 0.7334
0.618 0.7300
HIGH 0.7246
0.618 0.7212
0.500 0.7202
0.382 0.7192
LOW 0.7158
0.618 0.7104
1.000 0.7070
1.618 0.7016
2.618 0.6928
4.250 0.6784
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 0.7202 0.7226
PP 0.7190 0.7206
S1 0.7179 0.7187

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

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