CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 0.6962 0.6973 0.0011 0.2% 0.7066
High 0.6974 0.6973 -0.0001 0.0% 0.7105
Low 0.6952 0.6877 -0.0075 -1.1% 0.6877
Close 0.6972 0.6883 -0.0089 -1.3% 0.6883
Range 0.0022 0.0096 0.0074 336.4% 0.0228
ATR 0.0050 0.0053 0.0003 6.6% 0.0000
Volume 281 374 93 33.1% 2,324
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7199 0.7137 0.6936
R3 0.7103 0.7041 0.6909
R2 0.7007 0.7007 0.6901
R1 0.6945 0.6945 0.6892 0.6928
PP 0.6911 0.6911 0.6911 0.6903
S1 0.6849 0.6849 0.6874 0.6832
S2 0.6815 0.6815 0.6865
S3 0.6719 0.6753 0.6857
S4 0.6623 0.6657 0.6830
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7639 0.7489 0.7008
R3 0.7411 0.7261 0.6946
R2 0.7183 0.7183 0.6925
R1 0.7033 0.7033 0.6904 0.6994
PP 0.6955 0.6955 0.6955 0.6936
S1 0.6805 0.6805 0.6862 0.6766
S2 0.6727 0.6727 0.6841
S3 0.6499 0.6577 0.6820
S4 0.6271 0.6349 0.6758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7105 0.6877 0.0228 3.3% 0.0069 1.0% 3% False True 464
10 0.7205 0.6877 0.0328 4.8% 0.0059 0.9% 2% False True 315
20 0.7246 0.6877 0.0369 5.4% 0.0049 0.7% 2% False True 206
40 0.7548 0.6877 0.0671 9.7% 0.0039 0.6% 1% False True 139
60 0.7701 0.6877 0.0824 12.0% 0.0041 0.6% 1% False True 106
80 0.7783 0.6877 0.0906 13.2% 0.0041 0.6% 1% False True 85
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 0.0012
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.7381
2.618 0.7224
1.618 0.7128
1.000 0.7069
0.618 0.7032
HIGH 0.6973
0.618 0.6936
0.500 0.6925
0.382 0.6914
LOW 0.6877
0.618 0.6818
1.000 0.6781
1.618 0.6722
2.618 0.6626
4.250 0.6469
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 0.6925 0.6964
PP 0.6911 0.6937
S1 0.6897 0.6910

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

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