CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 0.7297 0.7253 -0.0044 -0.6% 0.7219
High 0.7297 0.7309 0.0012 0.2% 0.7325
Low 0.7238 0.7218 -0.0020 -0.3% 0.7191
Close 0.7270 0.7294 0.0024 0.3% 0.7263
Range 0.0059 0.0091 0.0032 54.2% 0.0134
ATR 0.0077 0.0078 0.0001 1.3% 0.0000
Volume 437 946 509 116.5% 2,869
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7547 0.7511 0.7344
R3 0.7456 0.7420 0.7319
R2 0.7365 0.7365 0.7311
R1 0.7329 0.7329 0.7302 0.7347
PP 0.7274 0.7274 0.7274 0.7283
S1 0.7238 0.7238 0.7286 0.7256
S2 0.7183 0.7183 0.7277
S3 0.7092 0.7147 0.7269
S4 0.7001 0.7056 0.7244
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 0.7218 0.0107 1.5% 0.0065 0.9% 71% False True 662
10 0.7325 0.7139 0.0186 2.6% 0.0078 1.1% 83% False False 631
20 0.7327 0.7067 0.0260 3.6% 0.0082 1.1% 87% False False 470
40 0.7327 0.6819 0.0508 7.0% 0.0074 1.0% 94% False False 379
60 0.7528 0.6819 0.0709 9.7% 0.0061 0.8% 67% False False 286
80 0.7662 0.6819 0.0843 11.6% 0.0054 0.7% 56% False False 224
100 0.7783 0.6819 0.0964 13.2% 0.0053 0.7% 49% False False 185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7696
2.618 0.7547
1.618 0.7456
1.000 0.7400
0.618 0.7365
HIGH 0.7309
0.618 0.7274
0.500 0.7264
0.382 0.7253
LOW 0.7218
0.618 0.7162
1.000 0.7127
1.618 0.7071
2.618 0.6980
4.250 0.6831
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 0.7284 0.7286
PP 0.7274 0.7278
S1 0.7264 0.7270

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

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