CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 0.7396 0.7390 -0.0006 -0.1% 0.7256
High 0.7417 0.7471 0.0054 0.7% 0.7405
Low 0.7366 0.7384 0.0018 0.2% 0.7218
Close 0.7403 0.7468 0.0065 0.9% 0.7394
Range 0.0051 0.0087 0.0036 70.6% 0.0187
ATR 0.0075 0.0076 0.0001 1.1% 0.0000
Volume 2,479 2,947 468 18.9% 4,716
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7702 0.7672 0.7516
R3 0.7615 0.7585 0.7492
R2 0.7528 0.7528 0.7484
R1 0.7498 0.7498 0.7476 0.7513
PP 0.7441 0.7441 0.7441 0.7449
S1 0.7411 0.7411 0.7460 0.7426
S2 0.7354 0.7354 0.7452
S3 0.7267 0.7324 0.7444
S4 0.7180 0.7237 0.7420
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 0.7471 0.7218 0.0253 3.4% 0.0075 1.0% 99% True False 1,811
10 0.7471 0.7201 0.0270 3.6% 0.0073 1.0% 99% True False 1,222
20 0.7471 0.7096 0.0375 5.0% 0.0081 1.1% 99% True False 811
40 0.7471 0.6819 0.0652 8.7% 0.0077 1.0% 100% True False 574
60 0.7496 0.6819 0.0677 9.1% 0.0064 0.9% 96% False False 417
80 0.7637 0.6819 0.0818 11.0% 0.0055 0.7% 79% False False 324
100 0.7783 0.6819 0.0964 12.9% 0.0054 0.7% 67% False False 265
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7841
2.618 0.7699
1.618 0.7612
1.000 0.7558
0.618 0.7525
HIGH 0.7471
0.618 0.7438
0.500 0.7428
0.382 0.7417
LOW 0.7384
0.618 0.7330
1.000 0.7297
1.618 0.7243
2.618 0.7156
4.250 0.7014
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 0.7455 0.7452
PP 0.7441 0.7435
S1 0.7428 0.7419

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

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