CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 0.7202 0.7182 -0.0020 -0.3% 0.7220
High 0.7205 0.7182 -0.0023 -0.3% 0.7241
Low 0.7158 0.7139 -0.0019 -0.3% 0.7178
Close 0.7170 0.7150 -0.0020 -0.3% 0.7236
Range 0.0047 0.0043 -0.0004 -8.5% 0.0063
ATR 0.0045 0.0045 0.0000 -0.3% 0.0000
Volume 172 54 -118 -68.6% 297
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7286 0.7261 0.7174
R3 0.7243 0.7218 0.7162
R2 0.7200 0.7200 0.7158
R1 0.7175 0.7175 0.7154 0.7166
PP 0.7157 0.7157 0.7157 0.7153
S1 0.7132 0.7132 0.7146 0.7123
S2 0.7114 0.7114 0.7142
S3 0.7071 0.7089 0.7138
S4 0.7028 0.7046 0.7126
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 0.7139 0.0102 1.4% 0.0043 0.6% 11% False True 96
10 0.7241 0.7139 0.0102 1.4% 0.0033 0.5% 11% False True 97
20 0.7470 0.7139 0.0331 4.6% 0.0041 0.6% 3% False True 107
40 0.7594 0.7139 0.0455 6.4% 0.0033 0.5% 2% False True 74
60 0.7783 0.7139 0.0644 9.0% 0.0039 0.5% 2% False True 63
80 0.7783 0.7139 0.0644 9.0% 0.0038 0.5% 2% False True 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7365
2.618 0.7295
1.618 0.7252
1.000 0.7225
0.618 0.7209
HIGH 0.7182
0.618 0.7166
0.500 0.7161
0.382 0.7155
LOW 0.7139
0.618 0.7112
1.000 0.7096
1.618 0.7069
2.618 0.7026
4.250 0.6956
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 0.7161 0.7188
PP 0.7157 0.7175
S1 0.7154 0.7163

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

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