CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 0.6867 0.6862 -0.0005 -0.1% 0.7066
High 0.6921 0.6907 -0.0014 -0.2% 0.7105
Low 0.6865 0.6819 -0.0046 -0.7% 0.6877
Close 0.6869 0.6899 0.0030 0.4% 0.6883
Range 0.0056 0.0088 0.0032 57.1% 0.0228
ATR 0.0053 0.0056 0.0002 4.6% 0.0000
Volume 185 532 347 187.6% 2,324
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7139 0.7107 0.6947
R3 0.7051 0.7019 0.6923
R2 0.6963 0.6963 0.6915
R1 0.6931 0.6931 0.6907 0.6947
PP 0.6875 0.6875 0.6875 0.6883
S1 0.6843 0.6843 0.6891 0.6859
S2 0.6787 0.6787 0.6883
S3 0.6699 0.6755 0.6875
S4 0.6611 0.6667 0.6851
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 0.6819 0.0231 3.3% 0.0070 1.0% 35% False True 319
10 0.7156 0.6819 0.0337 4.9% 0.0065 0.9% 24% False True 364
20 0.7241 0.6819 0.0422 6.1% 0.0049 0.7% 19% False True 231
40 0.7528 0.6819 0.0709 10.3% 0.0041 0.6% 11% False True 156
60 0.7662 0.6819 0.0843 12.2% 0.0041 0.6% 9% False True 118
80 0.7783 0.6819 0.0964 14.0% 0.0041 0.6% 8% False True 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7281
2.618 0.7137
1.618 0.7049
1.000 0.6995
0.618 0.6961
HIGH 0.6907
0.618 0.6873
0.500 0.6863
0.382 0.6853
LOW 0.6819
0.618 0.6765
1.000 0.6731
1.618 0.6677
2.618 0.6589
4.250 0.6445
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 0.6887 0.6898
PP 0.6875 0.6897
S1 0.6863 0.6896

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

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