CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 0.7230 0.7220 -0.0010 -0.1% 0.7175
High 0.7241 0.7220 -0.0021 -0.3% 0.7241
Low 0.7214 0.7191 -0.0023 -0.3% 0.7150
Close 0.7224 0.7201 -0.0023 -0.3% 0.7224
Range 0.0027 0.0029 0.0002 7.4% 0.0091
ATR 0.0041 0.0040 -0.0001 -1.4% 0.0000
Volume 109 39 -70 -64.2% 451
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7291 0.7275 0.7217
R3 0.7262 0.7246 0.7209
R2 0.7233 0.7233 0.7206
R1 0.7217 0.7217 0.7204 0.7211
PP 0.7204 0.7204 0.7204 0.7201
S1 0.7188 0.7188 0.7198 0.7181
S2 0.7175 0.7175 0.7196
S3 0.7146 0.7159 0.7193
S4 0.7117 0.7130 0.7185
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7478 0.7442 0.7274
R3 0.7387 0.7351 0.7249
R2 0.7296 0.7296 0.7241
R1 0.7260 0.7260 0.7232 0.7278
PP 0.7205 0.7205 0.7205 0.7214
S1 0.7169 0.7169 0.7216 0.7187
S2 0.7114 0.7114 0.7207
S3 0.7023 0.7078 0.7199
S4 0.6932 0.6987 0.7174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7241 0.7150 0.0091 1.3% 0.0024 0.3% 56% False False 98
10 0.7294 0.7150 0.0144 2.0% 0.0035 0.5% 35% False False 105
20 0.7512 0.7150 0.0362 5.0% 0.0034 0.5% 14% False False 103
40 0.7662 0.7150 0.0512 7.1% 0.0034 0.5% 10% False False 70
60 0.7783 0.7150 0.0633 8.8% 0.0039 0.5% 8% False False 56
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7343
2.618 0.7296
1.618 0.7267
1.000 0.7249
0.618 0.7238
HIGH 0.7220
0.618 0.7209
0.500 0.7206
0.382 0.7202
LOW 0.7191
0.618 0.7173
1.000 0.7162
1.618 0.7144
2.618 0.7115
4.250 0.7068
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 0.7206 0.7216
PP 0.7204 0.7211
S1 0.7203 0.7206

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

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