CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 0.7175 0.7179 0.0004 0.1% 0.7271
High 0.7177 0.7181 0.0004 0.1% 0.7294
Low 0.7150 0.7175 0.0025 0.3% 0.7158
Close 0.7168 0.7178 0.0010 0.1% 0.7183
Range 0.0027 0.0006 -0.0021 -77.8% 0.0136
ATR 0.0044 0.0041 -0.0002 -5.0% 0.0000
Volume 150 137 -13 -8.7% 567
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7196 0.7193 0.7181
R3 0.7190 0.7187 0.7180
R2 0.7184 0.7184 0.7179
R1 0.7181 0.7181 0.7179 0.7180
PP 0.7178 0.7178 0.7178 0.7177
S1 0.7175 0.7175 0.7177 0.7174
S2 0.7172 0.7172 0.7177
S3 0.7166 0.7169 0.7176
S4 0.7160 0.7163 0.7175
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7620 0.7537 0.7258
R3 0.7484 0.7401 0.7220
R2 0.7348 0.7348 0.7208
R1 0.7265 0.7265 0.7195 0.7239
PP 0.7212 0.7212 0.7212 0.7198
S1 0.7129 0.7129 0.7171 0.7103
S2 0.7076 0.7076 0.7158
S3 0.6940 0.6993 0.7146
S4 0.6804 0.6857 0.7108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7280 0.7150 0.0130 1.8% 0.0046 0.6% 22% False False 113
10 0.7396 0.7150 0.0246 3.4% 0.0040 0.6% 11% False False 127
20 0.7528 0.7150 0.0378 5.3% 0.0033 0.5% 7% False False 96
40 0.7662 0.7150 0.0512 7.1% 0.0036 0.5% 5% False False 67
60 0.7783 0.7150 0.0633 8.8% 0.0039 0.5% 4% False False 53
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7207
2.618 0.7197
1.618 0.7191
1.000 0.7187
0.618 0.7185
HIGH 0.7181
0.618 0.7179
0.500 0.7178
0.382 0.7177
LOW 0.7175
0.618 0.7171
1.000 0.7169
1.618 0.7165
2.618 0.7159
4.250 0.7150
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 0.7178 0.7184
PP 0.7178 0.7182
S1 0.7178 0.7180

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

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