CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 0.7156 0.7104 -0.0052 -0.7% 0.7220
High 0.7156 0.7117 -0.0039 -0.5% 0.7241
Low 0.7094 0.7068 -0.0026 -0.4% 0.7178
Close 0.7094 0.7103 0.0009 0.1% 0.7236
Range 0.0062 0.0049 -0.0013 -21.0% 0.0063
ATR 0.0046 0.0046 0.0000 0.5% 0.0000
Volume 226 266 40 17.7% 297
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7243 0.7222 0.7130
R3 0.7194 0.7173 0.7116
R2 0.7145 0.7145 0.7112
R1 0.7124 0.7124 0.7107 0.7110
PP 0.7096 0.7096 0.7096 0.7089
S1 0.7075 0.7075 0.7099 0.7061
S2 0.7047 0.7047 0.7094
S3 0.6998 0.7026 0.7090
S4 0.6949 0.6977 0.7076
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 0.7236 0.7068 0.0168 2.4% 0.0047 0.7% 21% False True 149
10 0.7241 0.7068 0.0173 2.4% 0.0041 0.6% 20% False True 117
20 0.7396 0.7068 0.0328 4.6% 0.0041 0.6% 11% False True 122
40 0.7557 0.7068 0.0489 6.9% 0.0033 0.5% 7% False True 84
60 0.7783 0.7068 0.0715 10.1% 0.0039 0.6% 5% False True 71
80 0.7783 0.7068 0.0715 10.1% 0.0039 0.5% 5% False True 55
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7325
2.618 0.7245
1.618 0.7196
1.000 0.7166
0.618 0.7147
HIGH 0.7117
0.618 0.7098
0.500 0.7093
0.382 0.7087
LOW 0.7068
0.618 0.7038
1.000 0.7019
1.618 0.6989
2.618 0.6940
4.250 0.6860
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 0.7100 0.7125
PP 0.7096 0.7118
S1 0.7093 0.7110

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

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