CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 0.7204 0.7202 -0.0002 0.0% 0.7220
High 0.7236 0.7205 -0.0031 -0.4% 0.7241
Low 0.7204 0.7158 -0.0046 -0.6% 0.7178
Close 0.7236 0.7170 -0.0066 -0.9% 0.7236
Range 0.0032 0.0047 0.0015 46.9% 0.0063
ATR 0.0042 0.0045 0.0003 6.1% 0.0000
Volume 27 172 145 537.0% 297
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7319 0.7291 0.7196
R3 0.7272 0.7244 0.7183
R2 0.7225 0.7225 0.7179
R1 0.7197 0.7197 0.7174 0.7188
PP 0.7178 0.7178 0.7178 0.7173
S1 0.7150 0.7150 0.7166 0.7140
S2 0.7131 0.7131 0.7161
S3 0.7084 0.7103 0.7157
S4 0.7037 0.7056 0.7144
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7407 0.7385 0.7271
R3 0.7344 0.7322 0.7253
R2 0.7281 0.7281 0.7248
R1 0.7259 0.7259 0.7242 0.7270
PP 0.7218 0.7218 0.7218 0.7224
S1 0.7196 0.7196 0.7230 0.7207
S2 0.7155 0.7155 0.7224
S3 0.7092 0.7133 0.7219
S4 0.7029 0.7070 0.7201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7241 0.7158 0.0083 1.2% 0.0040 0.6% 14% False True 93
10 0.7241 0.7150 0.0091 1.3% 0.0035 0.5% 22% False False 98
20 0.7492 0.7150 0.0342 4.8% 0.0039 0.6% 6% False False 109
40 0.7603 0.7150 0.0453 6.3% 0.0033 0.5% 4% False False 74
60 0.7783 0.7150 0.0633 8.8% 0.0039 0.5% 3% False False 62
80 0.7783 0.7150 0.0633 8.8% 0.0038 0.5% 3% False False 48
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7405
2.618 0.7328
1.618 0.7281
1.000 0.7252
0.618 0.7234
HIGH 0.7205
0.618 0.7187
0.500 0.7182
0.382 0.7176
LOW 0.7158
0.618 0.7129
1.000 0.7111
1.618 0.7082
2.618 0.7035
4.250 0.6958
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 0.7182 0.7197
PP 0.7178 0.7188
S1 0.7174 0.7179

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

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