CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 0.7119 0.7256 0.0137 1.9% 0.7074
High 0.7270 0.7327 0.0057 0.8% 0.7166
Low 0.7096 0.7250 0.0154 2.2% 0.6988
Close 0.7254 0.7286 0.0032 0.4% 0.7139
Range 0.0174 0.0077 -0.0097 -55.7% 0.0178
ATR 0.0078 0.0078 0.0000 -0.1% 0.0000
Volume 372 628 256 68.8% 1,797
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7519 0.7479 0.7328
R3 0.7442 0.7402 0.7307
R2 0.7365 0.7365 0.7300
R1 0.7325 0.7325 0.7293 0.7345
PP 0.7288 0.7288 0.7288 0.7298
S1 0.7248 0.7248 0.7279 0.7268
S2 0.7211 0.7211 0.7272
S3 0.7134 0.7171 0.7265
S4 0.7057 0.7094 0.7244
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 0.7327 0.7091 0.0236 3.2% 0.0091 1.2% 83% True False 346
10 0.7327 0.6988 0.0339 4.7% 0.0090 1.2% 88% True False 360
20 0.7327 0.6819 0.0508 7.0% 0.0081 1.1% 92% True False 370
40 0.7396 0.6819 0.0577 7.9% 0.0061 0.8% 81% False False 242
60 0.7557 0.6819 0.0738 10.1% 0.0049 0.7% 63% False False 175
80 0.7783 0.6819 0.0964 13.2% 0.0050 0.7% 48% False False 142
100 0.7783 0.6819 0.0964 13.2% 0.0047 0.6% 48% False False 115
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7654
2.618 0.7529
1.618 0.7452
1.000 0.7404
0.618 0.7375
HIGH 0.7327
0.618 0.7298
0.500 0.7289
0.382 0.7279
LOW 0.7250
0.618 0.7202
1.000 0.7173
1.618 0.7125
2.618 0.7048
4.250 0.6923
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 0.7289 0.7261
PP 0.7288 0.7236
S1 0.7287 0.7212

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

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