CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 0.7297 0.7386 0.0089 1.2% 0.7256
High 0.7398 0.7405 0.0007 0.1% 0.7405
Low 0.7284 0.7374 0.0090 1.2% 0.7218
Close 0.7391 0.7394 0.0003 0.0% 0.7394
Range 0.0114 0.0031 -0.0083 -72.8% 0.0187
ATR 0.0081 0.0077 -0.0004 -4.4% 0.0000
Volume 1,729 954 -775 -44.8% 4,716
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7484 0.7470 0.7411
R3 0.7453 0.7439 0.7403
R2 0.7422 0.7422 0.7400
R1 0.7408 0.7408 0.7397 0.7415
PP 0.7391 0.7391 0.7391 0.7395
S1 0.7377 0.7377 0.7391 0.7384
S2 0.7360 0.7360 0.7388
S3 0.7329 0.7346 0.7385
S4 0.7298 0.7315 0.7377
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7900 0.7834 0.7497
R3 0.7713 0.7647 0.7445
R2 0.7526 0.7526 0.7428
R1 0.7460 0.7460 0.7411 0.7493
PP 0.7339 0.7339 0.7339 0.7356
S1 0.7273 0.7273 0.7377 0.7306
S2 0.7152 0.7152 0.7360
S3 0.6965 0.7086 0.7343
S4 0.6778 0.6899 0.7291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7405 0.7218 0.0187 2.5% 0.0072 1.0% 94% True False 943
10 0.7405 0.7162 0.0243 3.3% 0.0077 1.0% 95% True False 822
20 0.7405 0.7091 0.0314 4.2% 0.0082 1.1% 96% True False 571
40 0.7405 0.6819 0.0586 7.9% 0.0075 1.0% 98% True False 442
60 0.7496 0.6819 0.0677 9.2% 0.0062 0.8% 85% False False 327
80 0.7662 0.6819 0.0843 11.4% 0.0055 0.7% 68% False False 257
100 0.7783 0.6819 0.0964 13.0% 0.0054 0.7% 60% False False 211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0013
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7537
2.618 0.7486
1.618 0.7455
1.000 0.7436
0.618 0.7424
HIGH 0.7405
0.618 0.7393
0.500 0.7390
0.382 0.7386
LOW 0.7374
0.618 0.7355
1.000 0.7343
1.618 0.7324
2.618 0.7293
4.250 0.7242
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 0.7393 0.7367
PP 0.7391 0.7339
S1 0.7390 0.7312

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

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