CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 0.7219 0.7214 -0.0005 -0.1% 0.7209
High 0.7297 0.7317 0.0020 0.3% 0.7255
Low 0.7191 0.7201 0.0010 0.1% 0.7139
Close 0.7208 0.7288 0.0080 1.1% 0.7225
Range 0.0106 0.0116 0.0010 9.4% 0.0116
ATR 0.0081 0.0083 0.0003 3.1% 0.0000
Volume 784 807 23 2.9% 1,855
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7617 0.7568 0.7352
R3 0.7501 0.7452 0.7320
R2 0.7385 0.7385 0.7309
R1 0.7336 0.7336 0.7299 0.7361
PP 0.7269 0.7269 0.7269 0.7281
S1 0.7220 0.7220 0.7277 0.7245
S2 0.7153 0.7153 0.7267
S3 0.7037 0.7104 0.7256
S4 0.6921 0.6988 0.7224
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 0.7317 0.7139 0.0178 2.4% 0.0090 1.2% 84% True False 600
10 0.7327 0.7096 0.0231 3.2% 0.0096 1.3% 83% False False 469
20 0.7327 0.6819 0.0508 7.0% 0.0092 1.3% 92% False False 411
40 0.7327 0.6819 0.0508 7.0% 0.0070 1.0% 92% False False 309
60 0.7548 0.6819 0.0729 10.0% 0.0057 0.8% 64% False False 232
80 0.7662 0.6819 0.0843 11.6% 0.0053 0.7% 56% False False 184
100 0.7783 0.6819 0.0964 13.2% 0.0051 0.7% 49% False False 152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7621
1.618 0.7505
1.000 0.7433
0.618 0.7389
HIGH 0.7317
0.618 0.7273
0.500 0.7259
0.382 0.7245
LOW 0.7201
0.618 0.7129
1.000 0.7085
1.618 0.7013
2.618 0.6897
4.250 0.6708
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 0.7278 0.7272
PP 0.7269 0.7256
S1 0.7259 0.7240

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

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