CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 0.7316 0.7284 -0.0032 -0.4% 0.7219
High 0.7325 0.7284 -0.0041 -0.6% 0.7325
Low 0.7274 0.7225 -0.0049 -0.7% 0.7191
Close 0.7279 0.7263 -0.0016 -0.2% 0.7263
Range 0.0051 0.0059 0.0008 15.7% 0.0134
ATR 0.0081 0.0079 -0.0002 -1.9% 0.0000
Volume 680 598 -82 -12.1% 2,869
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7434 0.7408 0.7295
R3 0.7375 0.7349 0.7279
R2 0.7316 0.7316 0.7274
R1 0.7290 0.7290 0.7268 0.7274
PP 0.7257 0.7257 0.7257 0.7249
S1 0.7231 0.7231 0.7258 0.7214
S2 0.7198 0.7198 0.7252
S3 0.7139 0.7172 0.7247
S4 0.7080 0.7113 0.7231
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7662 0.7596 0.7337
R3 0.7528 0.7462 0.7300
R2 0.7394 0.7394 0.7288
R1 0.7328 0.7328 0.7275 0.7361
PP 0.7260 0.7260 0.7260 0.7276
S1 0.7194 0.7194 0.7251 0.7227
S2 0.7126 0.7126 0.7238
S3 0.6992 0.7060 0.7226
S4 0.6858 0.6926 0.7189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7325 0.7162 0.0163 2.2% 0.0081 1.1% 62% False False 702
10 0.7325 0.7139 0.0186 2.6% 0.0081 1.1% 67% False False 497
20 0.7327 0.6988 0.0339 4.7% 0.0086 1.2% 81% False False 429
40 0.7327 0.6819 0.0508 7.0% 0.0070 1.0% 87% False False 336
60 0.7528 0.6819 0.0709 9.8% 0.0058 0.8% 63% False False 254
80 0.7662 0.6819 0.0843 11.6% 0.0053 0.7% 53% False False 200
100 0.7783 0.6819 0.0964 13.3% 0.0051 0.7% 46% False False 165
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7535
2.618 0.7438
1.618 0.7379
1.000 0.7343
0.618 0.7320
HIGH 0.7284
0.618 0.7261
0.500 0.7255
0.382 0.7248
LOW 0.7225
0.618 0.7189
1.000 0.7166
1.618 0.7130
2.618 0.7071
4.250 0.6974
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 0.7260 0.7263
PP 0.7257 0.7263
S1 0.7255 0.7263

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

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