CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 0.7066 0.7035 -0.0031 -0.4% 0.7202
High 0.7105 0.7050 -0.0055 -0.8% 0.7205
Low 0.7025 0.6995 -0.0030 -0.4% 0.7058
Close 0.7035 0.7014 -0.0021 -0.3% 0.7077
Range 0.0080 0.0055 -0.0025 -31.3% 0.0147
ATR 0.0049 0.0049 0.0000 0.9% 0.0000
Volume 781 664 -117 -15.0% 831
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7185 0.7154 0.7044
R3 0.7130 0.7099 0.7029
R2 0.7075 0.7075 0.7024
R1 0.7044 0.7044 0.7019 0.7032
PP 0.7020 0.7020 0.7020 0.7014
S1 0.6989 0.6989 0.7009 0.6977
S2 0.6965 0.6965 0.7004
S3 0.6910 0.6934 0.6999
S4 0.6855 0.6879 0.6984
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 0.7156 0.6995 0.0161 2.3% 0.0059 0.8% 12% False True 410
10 0.7241 0.6995 0.0246 3.5% 0.0051 0.7% 8% False True 253
20 0.7294 0.6995 0.0299 4.3% 0.0043 0.6% 6% False True 179
40 0.7548 0.6995 0.0553 7.9% 0.0035 0.5% 3% False True 121
60 0.7750 0.6995 0.0755 10.8% 0.0039 0.6% 3% False True 94
80 0.7783 0.6995 0.0788 11.2% 0.0040 0.6% 2% False True 74
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7284
2.618 0.7194
1.618 0.7139
1.000 0.7105
0.618 0.7084
HIGH 0.7050
0.618 0.7029
0.500 0.7023
0.382 0.7016
LOW 0.6995
0.618 0.6961
1.000 0.6940
1.618 0.6906
2.618 0.6851
4.250 0.6761
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 0.7023 0.7052
PP 0.7020 0.7039
S1 0.7017 0.7027

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

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