CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 0.7074 0.7007 -0.0067 -0.9% 0.6867
High 0.7077 0.7120 0.0043 0.6% 0.7085
Low 0.7000 0.6988 -0.0012 -0.2% 0.6819
Close 0.7029 0.7103 0.0074 1.1% 0.7069
Range 0.0077 0.0132 0.0055 71.4% 0.0266
ATR 0.0065 0.0070 0.0005 7.3% 0.0000
Volume 159 635 476 299.4% 1,514
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7466 0.7417 0.7176
R3 0.7334 0.7285 0.7139
R2 0.7202 0.7202 0.7127
R1 0.7153 0.7153 0.7115 0.7178
PP 0.7070 0.7070 0.7070 0.7083
S1 0.7021 0.7021 0.7091 0.7046
S2 0.6938 0.6938 0.7079
S3 0.6806 0.6889 0.7067
S4 0.6674 0.6757 0.7030
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 0.7120 0.6819 0.0301 4.2% 0.0106 1.5% 94% True False 424
10 0.7120 0.6819 0.0301 4.2% 0.0085 1.2% 94% True False 385
20 0.7241 0.6819 0.0422 5.9% 0.0067 0.9% 67% False False 288
40 0.7528 0.6819 0.0709 10.0% 0.0050 0.7% 40% False False 194
60 0.7662 0.6819 0.0843 11.9% 0.0045 0.6% 34% False False 142
80 0.7783 0.6819 0.0964 13.6% 0.0046 0.6% 29% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7681
2.618 0.7466
1.618 0.7334
1.000 0.7252
0.618 0.7202
HIGH 0.7120
0.618 0.7070
0.500 0.7054
0.382 0.7038
LOW 0.6988
0.618 0.6906
1.000 0.6856
1.618 0.6774
2.618 0.6642
4.250 0.6427
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 0.7087 0.7087
PP 0.7070 0.7070
S1 0.7054 0.7054

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

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