CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 0.7179 0.7199 0.0020 0.3% 0.7271
High 0.7181 0.7227 0.0046 0.6% 0.7294
Low 0.7175 0.7195 0.0020 0.3% 0.7158
Close 0.7178 0.7220 0.0042 0.6% 0.7183
Range 0.0006 0.0032 0.0026 433.4% 0.0136
ATR 0.0041 0.0042 0.0001 1.3% 0.0000
Volume 137 55 -82 -59.9% 567
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7310 0.7297 0.7238
R3 0.7278 0.7265 0.7229
R2 0.7246 0.7246 0.7226
R1 0.7233 0.7233 0.7223 0.7240
PP 0.7214 0.7214 0.7214 0.7217
S1 0.7201 0.7201 0.7217 0.7208
S2 0.7182 0.7182 0.7214
S3 0.7150 0.7169 0.7211
S4 0.7118 0.7137 0.7202
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 0.7246 0.7150 0.0096 1.3% 0.0042 0.6% 73% False False 113
10 0.7377 0.7150 0.0227 3.1% 0.0039 0.5% 31% False False 121
20 0.7528 0.7150 0.0378 5.2% 0.0033 0.5% 19% False False 98
40 0.7662 0.7150 0.0512 7.1% 0.0036 0.5% 14% False False 68
60 0.7783 0.7150 0.0633 8.8% 0.0039 0.5% 11% False False 54
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7363
2.618 0.7311
1.618 0.7279
1.000 0.7259
0.618 0.7247
HIGH 0.7227
0.618 0.7215
0.500 0.7211
0.382 0.7207
LOW 0.7195
0.618 0.7175
1.000 0.7163
1.618 0.7143
2.618 0.7111
4.250 0.7059
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 0.7217 0.7210
PP 0.7214 0.7199
S1 0.7211 0.7189

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

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