CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 0.7179 0.7184 0.0005 0.1% 0.7209
High 0.7206 0.7236 0.0030 0.4% 0.7255
Low 0.7139 0.7162 0.0023 0.3% 0.7139
Close 0.7180 0.7225 0.0045 0.6% 0.7225
Range 0.0067 0.0074 0.0007 10.4% 0.0116
ATR 0.0079 0.0079 0.0000 -0.4% 0.0000
Volume 460 644 184 40.0% 1,855
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7430 0.7401 0.7266
R3 0.7356 0.7327 0.7245
R2 0.7282 0.7282 0.7239
R1 0.7253 0.7253 0.7232 0.7267
PP 0.7208 0.7208 0.7208 0.7215
S1 0.7179 0.7179 0.7218 0.7194
S2 0.7134 0.7134 0.7211
S3 0.7060 0.7105 0.7205
S4 0.6986 0.7031 0.7184
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7554 0.7506 0.7289
R3 0.7438 0.7390 0.7257
R2 0.7322 0.7322 0.7246
R1 0.7274 0.7274 0.7236 0.7298
PP 0.7206 0.7206 0.7206 0.7219
S1 0.7158 0.7158 0.7214 0.7182
S2 0.7090 0.7090 0.7204
S3 0.6974 0.7042 0.7193
S4 0.6858 0.6926 0.7161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7255 0.7139 0.0116 1.6% 0.0077 1.1% 74% False False 371
10 0.7327 0.7096 0.0231 3.2% 0.0087 1.2% 56% False False 350
20 0.7327 0.6819 0.0508 7.0% 0.0088 1.2% 80% False False 359
40 0.7327 0.6819 0.0508 7.0% 0.0068 0.9% 80% False False 275
60 0.7548 0.6819 0.0729 10.1% 0.0054 0.7% 56% False False 207
80 0.7721 0.6819 0.0902 12.5% 0.0052 0.7% 45% False False 167
100 0.7783 0.6819 0.0964 13.3% 0.0050 0.7% 42% False False 136
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7550
2.618 0.7430
1.618 0.7356
1.000 0.7310
0.618 0.7282
HIGH 0.7236
0.618 0.7208
0.500 0.7199
0.382 0.7190
LOW 0.7162
0.618 0.7116
1.000 0.7088
1.618 0.7042
2.618 0.6968
4.250 0.6848
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 0.7216 0.7213
PP 0.7208 0.7200
S1 0.7199 0.7188

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

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