CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 0.7092 0.7066 -0.0026 -0.4% 0.7202
High 0.7108 0.7105 -0.0003 0.0% 0.7205
Low 0.7058 0.7025 -0.0033 -0.5% 0.7058
Close 0.7077 0.7035 -0.0042 -0.6% 0.7077
Range 0.0050 0.0080 0.0030 60.0% 0.0147
ATR 0.0046 0.0049 0.0002 5.2% 0.0000
Volume 113 781 668 591.2% 831
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7295 0.7245 0.7079
R3 0.7215 0.7165 0.7057
R2 0.7135 0.7135 0.7050
R1 0.7085 0.7085 0.7042 0.7070
PP 0.7055 0.7055 0.7055 0.7048
S1 0.7005 0.7005 0.7028 0.6990
S2 0.6975 0.6975 0.7020
S3 0.6895 0.6925 0.7013
S4 0.6815 0.6845 0.6991
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7554 0.7463 0.7158
R3 0.7407 0.7316 0.7117
R2 0.7260 0.7260 0.7104
R1 0.7169 0.7169 0.7090 0.7141
PP 0.7113 0.7113 0.7113 0.7100
S1 0.7022 0.7022 0.7064 0.6994
S2 0.6966 0.6966 0.7050
S3 0.6819 0.6875 0.7037
S4 0.6672 0.6728 0.6996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7182 0.7025 0.0157 2.2% 0.0057 0.8% 6% False True 288
10 0.7241 0.7025 0.0216 3.1% 0.0048 0.7% 5% False True 190
20 0.7339 0.7025 0.0314 4.5% 0.0044 0.6% 3% False True 157
40 0.7557 0.7025 0.0532 7.6% 0.0035 0.5% 2% False True 104
60 0.7783 0.7025 0.0758 10.8% 0.0039 0.6% 1% False True 84
80 0.7783 0.7025 0.0758 10.8% 0.0040 0.6% 1% False True 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7445
2.618 0.7314
1.618 0.7234
1.000 0.7185
0.618 0.7154
HIGH 0.7105
0.618 0.7074
0.500 0.7065
0.382 0.7056
LOW 0.7025
0.618 0.6976
1.000 0.6945
1.618 0.6896
2.618 0.6816
4.250 0.6685
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 0.7065 0.7071
PP 0.7055 0.7059
S1 0.7045 0.7047

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

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