CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 0.7209 0.7178 -0.0031 -0.4% 0.7142
High 0.7225 0.7255 0.0030 0.4% 0.7327
Low 0.7157 0.7168 0.0011 0.2% 0.7096
Close 0.7178 0.7200 0.0022 0.3% 0.7201
Range 0.0068 0.0087 0.0019 27.9% 0.0231
ATR 0.0079 0.0079 0.0001 0.8% 0.0000
Volume 215 228 13 6.0% 1,653
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7469 0.7421 0.7248
R3 0.7382 0.7334 0.7224
R2 0.7295 0.7295 0.7216
R1 0.7247 0.7247 0.7208 0.7271
PP 0.7208 0.7208 0.7208 0.7220
S1 0.7160 0.7160 0.7192 0.7184
S2 0.7121 0.7121 0.7184
S3 0.7034 0.7073 0.7176
S4 0.6947 0.6986 0.7152
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7901 0.7782 0.7328
R3 0.7670 0.7551 0.7265
R2 0.7439 0.7439 0.7243
R1 0.7320 0.7320 0.7222 0.7380
PP 0.7208 0.7208 0.7208 0.7238
S1 0.7089 0.7089 0.7180 0.7149
S2 0.6977 0.6977 0.7159
S3 0.6746 0.6858 0.7137
S4 0.6515 0.6627 0.7074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7327 0.7096 0.0231 3.2% 0.0101 1.4% 45% False False 339
10 0.7327 0.7067 0.0260 3.6% 0.0085 1.2% 51% False False 309
20 0.7327 0.6819 0.0508 7.1% 0.0085 1.2% 75% False False 347
40 0.7339 0.6819 0.0520 7.2% 0.0064 0.9% 73% False False 252
60 0.7557 0.6819 0.0738 10.3% 0.0052 0.7% 52% False False 185
80 0.7783 0.6819 0.0964 13.4% 0.0051 0.7% 40% False False 150
100 0.7783 0.6819 0.0964 13.4% 0.0049 0.7% 40% False False 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7625
2.618 0.7483
1.618 0.7396
1.000 0.7342
0.618 0.7309
HIGH 0.7255
0.618 0.7222
0.500 0.7212
0.382 0.7201
LOW 0.7168
0.618 0.7114
1.000 0.7081
1.618 0.7027
2.618 0.6940
4.250 0.6798
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 0.7212 0.7223
PP 0.7208 0.7215
S1 0.7204 0.7208

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

View Archives - Comment on this page... - Back to Index of Symbols