CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 0.7030 0.6962 -0.0068 -1.0% 0.7202
High 0.7050 0.6974 -0.0076 -1.1% 0.7205
Low 0.6960 0.6952 -0.0008 -0.1% 0.7058
Close 0.6969 0.6972 0.0003 0.0% 0.7077
Range 0.0090 0.0022 -0.0068 -75.6% 0.0147
ATR 0.0052 0.0050 -0.0002 -4.1% 0.0000
Volume 224 281 57 25.4% 831
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7032 0.7024 0.6984
R3 0.7010 0.7002 0.6978
R2 0.6988 0.6988 0.6976
R1 0.6980 0.6980 0.6974 0.6984
PP 0.6966 0.6966 0.6966 0.6968
S1 0.6958 0.6958 0.6970 0.6962
S2 0.6944 0.6944 0.6968
S3 0.6922 0.6936 0.6966
S4 0.6900 0.6914 0.6960
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 0.7108 0.6952 0.0156 2.2% 0.0059 0.9% 13% False True 412
10 0.7236 0.6952 0.0284 4.1% 0.0053 0.8% 7% False True 280
20 0.7280 0.6952 0.0328 4.7% 0.0047 0.7% 6% False True 190
40 0.7548 0.6952 0.0596 8.5% 0.0036 0.5% 3% False True 131
60 0.7721 0.6952 0.0769 11.0% 0.0040 0.6% 3% False True 103
80 0.7783 0.6952 0.0831 11.9% 0.0040 0.6% 2% False True 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7068
2.618 0.7032
1.618 0.7010
1.000 0.6996
0.618 0.6988
HIGH 0.6974
0.618 0.6966
0.500 0.6963
0.382 0.6960
LOW 0.6952
0.618 0.6938
1.000 0.6930
1.618 0.6916
2.618 0.6894
4.250 0.6859
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 0.6969 0.7001
PP 0.6966 0.6991
S1 0.6963 0.6982

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

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