CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 0.7142 0.7161 0.0019 0.3% 0.7074
High 0.7190 0.7166 -0.0024 -0.3% 0.7166
Low 0.7115 0.7106 -0.0009 -0.1% 0.6988
Close 0.7179 0.7132 -0.0047 -0.7% 0.7139
Range 0.0075 0.0060 -0.0015 -20.0% 0.0178
ATR 0.0071 0.0071 0.0000 0.2% 0.0000
Volume 288 112 -176 -61.1% 1,797
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7315 0.7283 0.7165
R3 0.7255 0.7223 0.7149
R2 0.7195 0.7195 0.7143
R1 0.7163 0.7163 0.7138 0.7149
PP 0.7135 0.7135 0.7135 0.7128
S1 0.7103 0.7103 0.7127 0.7089
S2 0.7075 0.7075 0.7121
S3 0.7015 0.7043 0.7116
S4 0.6955 0.6983 0.7099
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 0.7190 0.7067 0.0123 1.7% 0.0070 1.0% 53% False False 280
10 0.7190 0.6819 0.0371 5.2% 0.0088 1.2% 84% False False 352
20 0.7190 0.6819 0.0371 5.2% 0.0074 1.0% 84% False False 334
40 0.7492 0.6819 0.0673 9.4% 0.0057 0.8% 47% False False 222
60 0.7603 0.6819 0.0784 11.0% 0.0047 0.7% 40% False False 160
80 0.7783 0.6819 0.0964 13.5% 0.0048 0.7% 32% False False 130
100 0.7783 0.6819 0.0964 13.5% 0.0045 0.6% 32% False False 105
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7421
2.618 0.7323
1.618 0.7263
1.000 0.7226
0.618 0.7203
HIGH 0.7166
0.618 0.7143
0.500 0.7136
0.382 0.7129
LOW 0.7106
0.618 0.7069
1.000 0.7046
1.618 0.7009
2.618 0.6949
4.250 0.6851
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 0.7136 0.7141
PP 0.7135 0.7138
S1 0.7133 0.7135

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

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