CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 0.7256 0.7297 0.0041 0.6% 0.7219
High 0.7321 0.7297 -0.0024 -0.3% 0.7325
Low 0.7254 0.7238 -0.0016 -0.2% 0.7191
Close 0.7296 0.7270 -0.0026 -0.4% 0.7263
Range 0.0067 0.0059 -0.0008 -11.9% 0.0134
ATR 0.0078 0.0077 -0.0001 -1.8% 0.0000
Volume 650 437 -213 -32.8% 2,869
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7445 0.7417 0.7302
R3 0.7386 0.7358 0.7286
R2 0.7327 0.7327 0.7281
R1 0.7299 0.7299 0.7275 0.7284
PP 0.7268 0.7268 0.7268 0.7261
S1 0.7240 0.7240 0.7265 0.7225
S2 0.7209 0.7209 0.7259
S3 0.7150 0.7181 0.7254
S4 0.7091 0.7122 0.7238
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 0.7201 0.0124 1.7% 0.0070 1.0% 56% False False 634
10 0.7325 0.7139 0.0186 2.6% 0.0077 1.1% 70% False False 559
20 0.7327 0.6988 0.0339 4.7% 0.0084 1.1% 83% False False 455
40 0.7327 0.6819 0.0508 7.0% 0.0073 1.0% 89% False False 358
60 0.7528 0.6819 0.0709 9.8% 0.0059 0.8% 64% False False 271
80 0.7662 0.6819 0.0843 11.6% 0.0054 0.7% 53% False False 213
100 0.7783 0.6819 0.0964 13.3% 0.0052 0.7% 47% False False 175
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7548
2.618 0.7451
1.618 0.7392
1.000 0.7356
0.618 0.7333
HIGH 0.7297
0.618 0.7274
0.500 0.7268
0.382 0.7261
LOW 0.7238
0.618 0.7202
1.000 0.7179
1.618 0.7143
2.618 0.7084
4.250 0.6987
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 0.7269 0.7273
PP 0.7268 0.7272
S1 0.7268 0.7271

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

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