CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 0.6973 0.6867 -0.0106 -1.5% 0.7066
High 0.6973 0.6921 -0.0052 -0.7% 0.7105
Low 0.6877 0.6865 -0.0012 -0.2% 0.6877
Close 0.6883 0.6869 -0.0014 -0.2% 0.6883
Range 0.0096 0.0056 -0.0040 -41.7% 0.0228
ATR 0.0053 0.0053 0.0000 0.4% 0.0000
Volume 374 185 -189 -50.5% 2,324
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7053 0.7017 0.6900
R3 0.6997 0.6961 0.6884
R2 0.6941 0.6941 0.6879
R1 0.6905 0.6905 0.6874 0.6923
PP 0.6885 0.6885 0.6885 0.6894
S1 0.6849 0.6849 0.6864 0.6867
S2 0.6829 0.6829 0.6859
S3 0.6773 0.6793 0.6854
S4 0.6717 0.6737 0.6838
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 0.7050 0.6865 0.0185 2.7% 0.0064 0.9% 2% False True 345
10 0.7182 0.6865 0.0317 4.6% 0.0060 0.9% 1% False True 316
20 0.7241 0.6865 0.0376 5.5% 0.0048 0.7% 1% False True 207
40 0.7548 0.6865 0.0683 9.9% 0.0040 0.6% 1% False True 143
60 0.7662 0.6865 0.0797 11.6% 0.0040 0.6% 1% False True 109
80 0.7783 0.6865 0.0918 13.4% 0.0041 0.6% 0% False True 87
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 0.7159
2.618 0.7068
1.618 0.7012
1.000 0.6977
0.618 0.6956
HIGH 0.6921
0.618 0.6900
0.500 0.6893
0.382 0.6886
LOW 0.6865
0.618 0.6830
1.000 0.6809
1.618 0.6774
2.618 0.6718
4.250 0.6627
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 0.6893 0.6920
PP 0.6885 0.6903
S1 0.6877 0.6886

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

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