CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 0.7100 0.7128 0.0028 0.4% 0.7074
High 0.7166 0.7160 -0.0006 -0.1% 0.7166
Low 0.7085 0.7091 0.0006 0.1% 0.6988
Close 0.7120 0.7139 0.0019 0.3% 0.7139
Range 0.0081 0.0069 -0.0012 -14.8% 0.0178
ATR 0.0070 0.0070 0.0000 -0.1% 0.0000
Volume 325 332 7 2.2% 1,797
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7337 0.7307 0.7177
R3 0.7268 0.7238 0.7158
R2 0.7199 0.7199 0.7152
R1 0.7169 0.7169 0.7145 0.7184
PP 0.7130 0.7130 0.7130 0.7138
S1 0.7100 0.7100 0.7133 0.7115
S2 0.7061 0.7061 0.7126
S3 0.6992 0.7031 0.7120
S4 0.6923 0.6962 0.7101
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7632 0.7563 0.7237
R3 0.7454 0.7385 0.7188
R2 0.7276 0.7276 0.7172
R1 0.7207 0.7207 0.7155 0.7242
PP 0.7098 0.7098 0.7098 0.7115
S1 0.7029 0.7029 0.7123 0.7064
S2 0.6920 0.6920 0.7106
S3 0.6742 0.6851 0.7090
S4 0.6564 0.6673 0.7041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7166 0.6988 0.0178 2.5% 0.0085 1.2% 85% False False 359
10 0.7166 0.6819 0.0347 4.9% 0.0090 1.3% 92% False False 368
20 0.7236 0.6819 0.0417 5.8% 0.0071 1.0% 77% False False 324
40 0.7496 0.6819 0.0677 9.5% 0.0054 0.8% 47% False False 213
60 0.7662 0.6819 0.0843 11.8% 0.0046 0.6% 38% False False 157
80 0.7783 0.6819 0.0964 13.5% 0.0047 0.7% 33% False False 125
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7341
1.618 0.7272
1.000 0.7229
0.618 0.7203
HIGH 0.7160
0.618 0.7134
0.500 0.7126
0.382 0.7117
LOW 0.7091
0.618 0.7048
1.000 0.7022
1.618 0.6979
2.618 0.6910
4.250 0.6798
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 0.7135 0.7132
PP 0.7130 0.7124
S1 0.7126 0.7117

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

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