CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 0.6909 0.7011 0.0102 1.5% 0.6867
High 0.7030 0.7085 0.0055 0.8% 0.7085
Low 0.6884 0.6997 0.0113 1.6% 0.6819
Close 0.7005 0.7069 0.0064 0.9% 0.7069
Range 0.0146 0.0088 -0.0058 -39.7% 0.0266
ATR 0.0062 0.0064 0.0002 2.9% 0.0000
Volume 391 406 15 3.8% 1,514
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7314 0.7280 0.7117
R3 0.7226 0.7192 0.7093
R2 0.7138 0.7138 0.7085
R1 0.7104 0.7104 0.7077 0.7121
PP 0.7050 0.7050 0.7050 0.7059
S1 0.7016 0.7016 0.7061 0.7033
S2 0.6962 0.6962 0.7053
S3 0.6874 0.6928 0.7045
S4 0.6786 0.6840 0.7021
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7789 0.7695 0.7215
R3 0.7523 0.7429 0.7142
R2 0.7257 0.7257 0.7118
R1 0.7163 0.7163 0.7093 0.7210
PP 0.6991 0.6991 0.6991 0.7015
S1 0.6897 0.6897 0.7045 0.6944
S2 0.6725 0.6725 0.7020
S3 0.6459 0.6631 0.6996
S4 0.6193 0.6365 0.6923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7085 0.6819 0.0266 3.8% 0.0095 1.3% 94% True False 377
10 0.7108 0.6819 0.0289 4.1% 0.0077 1.1% 87% False False 395
20 0.7241 0.6819 0.0422 6.0% 0.0059 0.8% 59% False False 256
40 0.7528 0.6819 0.0709 10.0% 0.0046 0.7% 35% False False 176
60 0.7662 0.6819 0.0843 11.9% 0.0043 0.6% 30% False False 130
80 0.7783 0.6819 0.0964 13.6% 0.0044 0.6% 26% False False 104
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7459
2.618 0.7315
1.618 0.7227
1.000 0.7173
0.618 0.7139
HIGH 0.7085
0.618 0.7051
0.500 0.7041
0.382 0.7031
LOW 0.6997
0.618 0.6943
1.000 0.6909
1.618 0.6855
2.618 0.6767
4.250 0.6623
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 0.7060 0.7030
PP 0.7050 0.6991
S1 0.7041 0.6952

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

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