CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.7161 0.7119 -0.0042 -0.6% 0.7074
High 0.7166 0.7270 0.0104 1.5% 0.7166
Low 0.7106 0.7096 -0.0010 -0.1% 0.6988
Close 0.7132 0.7254 0.0122 1.7% 0.7139
Range 0.0060 0.0174 0.0114 190.0% 0.0178
ATR 0.0071 0.0078 0.0007 10.4% 0.0000
Volume 112 372 260 232.1% 1,797
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7729 0.7665 0.7350
R3 0.7555 0.7491 0.7302
R2 0.7381 0.7381 0.7286
R1 0.7317 0.7317 0.7270 0.7349
PP 0.7207 0.7207 0.7207 0.7223
S1 0.7143 0.7143 0.7238 0.7175
S2 0.7033 0.7033 0.7222
S3 0.6859 0.6969 0.7206
S4 0.6685 0.6795 0.7158
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 0.7270 0.7085 0.0185 2.6% 0.0092 1.3% 91% True False 285
10 0.7270 0.6884 0.0386 5.3% 0.0097 1.3% 96% True False 336
20 0.7270 0.6819 0.0451 6.2% 0.0081 1.1% 96% True False 350
40 0.7470 0.6819 0.0651 9.0% 0.0061 0.8% 67% False False 228
60 0.7594 0.6819 0.0775 10.7% 0.0049 0.7% 56% False False 166
80 0.7783 0.6819 0.0964 13.3% 0.0049 0.7% 45% False False 135
100 0.7783 0.6819 0.0964 13.3% 0.0046 0.6% 45% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 0.8010
2.618 0.7726
1.618 0.7552
1.000 0.7444
0.618 0.7378
HIGH 0.7270
0.618 0.7204
0.500 0.7183
0.382 0.7162
LOW 0.7096
0.618 0.6988
1.000 0.6922
1.618 0.6814
2.618 0.6640
4.250 0.6356
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 0.7230 0.7230
PP 0.7207 0.7207
S1 0.7183 0.7183

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

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