CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 0.7540 0.7491 -0.0049 -0.6% 0.7506
High 0.7541 0.7638 0.0097 1.3% 0.7596
Low 0.7462 0.7461 -0.0001 0.0% 0.7438
Close 0.7491 0.7601 0.0110 1.5% 0.7564
Range 0.0079 0.0177 0.0098 124.1% 0.0158
ATR 0.0079 0.0086 0.0007 8.9% 0.0000
Volume 56,055 78,721 22,666 40.4% 250,725
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8098 0.8026 0.7698
R3 0.7921 0.7849 0.7650
R2 0.7744 0.7744 0.7633
R1 0.7672 0.7672 0.7617 0.7708
PP 0.7567 0.7567 0.7567 0.7585
S1 0.7495 0.7495 0.7585 0.7531
S2 0.7390 0.7390 0.7569
S3 0.7213 0.7318 0.7552
S4 0.7036 0.7141 0.7504
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8007 0.7943 0.7651
R3 0.7849 0.7785 0.7607
R2 0.7691 0.7691 0.7593
R1 0.7627 0.7627 0.7578 0.7659
PP 0.7533 0.7533 0.7533 0.7549
S1 0.7469 0.7469 0.7550 0.7501
S2 0.7375 0.7375 0.7535
S3 0.7217 0.7311 0.7521
S4 0.7059 0.7153 0.7477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7638 0.7461 0.0177 2.3% 0.0101 1.3% 79% True True 69,045
10 0.7638 0.7424 0.0214 2.8% 0.0091 1.2% 83% True False 44,678
20 0.7638 0.7218 0.0420 5.5% 0.0078 1.0% 91% True False 22,993
40 0.7638 0.6819 0.0819 10.8% 0.0085 1.1% 95% True False 11,702
60 0.7638 0.6819 0.0819 10.8% 0.0073 1.0% 95% True False 7,870
80 0.7638 0.6819 0.0819 10.8% 0.0062 0.8% 95% True False 5,922
100 0.7662 0.6819 0.0843 11.1% 0.0058 0.8% 93% False False 4,746
120 0.7783 0.6819 0.0964 12.7% 0.0056 0.7% 81% False False 3,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 131 trading days
Fibonacci Retracements and Extensions
4.250 0.8390
2.618 0.8101
1.618 0.7924
1.000 0.7815
0.618 0.7747
HIGH 0.7638
0.618 0.7570
0.500 0.7550
0.382 0.7529
LOW 0.7461
0.618 0.7352
1.000 0.7284
1.618 0.7175
2.618 0.6998
4.250 0.6709
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 0.7584 0.7584
PP 0.7567 0.7567
S1 0.7550 0.7550

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

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