CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 0.7035 0.7030 -0.0005 -0.1% 0.7202
High 0.7050 0.7050 0.0000 0.0% 0.7205
Low 0.6995 0.6960 -0.0035 -0.5% 0.7058
Close 0.7014 0.6969 -0.0045 -0.6% 0.7077
Range 0.0055 0.0090 0.0035 63.6% 0.0147
ATR 0.0049 0.0052 0.0003 5.9% 0.0000
Volume 664 224 -440 -66.3% 831
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7263 0.7206 0.7019
R3 0.7173 0.7116 0.6994
R2 0.7083 0.7083 0.6986
R1 0.7026 0.7026 0.6977 0.7010
PP 0.6993 0.6993 0.6993 0.6985
S1 0.6936 0.6936 0.6961 0.6920
S2 0.6903 0.6903 0.6953
S3 0.6813 0.6846 0.6944
S4 0.6723 0.6756 0.6920
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 0.7117 0.6960 0.0157 2.3% 0.0065 0.9% 6% False True 409
10 0.7236 0.6960 0.0276 4.0% 0.0054 0.8% 3% False True 265
20 0.7294 0.6960 0.0334 4.8% 0.0047 0.7% 3% False True 184
40 0.7548 0.6960 0.0588 8.4% 0.0037 0.5% 2% False True 126
60 0.7721 0.6960 0.0761 10.9% 0.0040 0.6% 1% False True 98
80 0.7783 0.6960 0.0823 11.8% 0.0040 0.6% 1% False True 77
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 0.0011
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 0.7433
2.618 0.7286
1.618 0.7196
1.000 0.7140
0.618 0.7106
HIGH 0.7050
0.618 0.7016
0.500 0.7005
0.382 0.6994
LOW 0.6960
0.618 0.6904
1.000 0.6870
1.618 0.6814
2.618 0.6724
4.250 0.6578
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 0.7005 0.7033
PP 0.6993 0.7011
S1 0.6981 0.6990

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

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