CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 0.7752 0.7833 0.0081 1.0% 0.7678
High 0.7844 0.7848 0.0004 0.1% 0.7721
Low 0.7739 0.7795 0.0056 0.7% 0.7565
Close 0.7843 0.7806 -0.0037 -0.5% 0.7699
Range 0.0105 0.0053 -0.0052 -49.5% 0.0156
ATR 0.0088 0.0085 -0.0002 -2.8% 0.0000
Volume 83,208 84,424 1,216 1.5% 315,175
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7975 0.7944 0.7835
R3 0.7922 0.7891 0.7821
R2 0.7869 0.7869 0.7816
R1 0.7838 0.7838 0.7811 0.7827
PP 0.7816 0.7816 0.7816 0.7811
S1 0.7785 0.7785 0.7801 0.7774
S2 0.7763 0.7763 0.7796
S3 0.7710 0.7732 0.7791
S4 0.7657 0.7679 0.7777
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8130 0.8070 0.7785
R3 0.7974 0.7914 0.7742
R2 0.7818 0.7818 0.7728
R1 0.7758 0.7758 0.7713 0.7788
PP 0.7662 0.7662 0.7662 0.7677
S1 0.7602 0.7602 0.7685 0.7632
S2 0.7506 0.7506 0.7670
S3 0.7350 0.7446 0.7656
S4 0.7194 0.7290 0.7613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7848 0.7587 0.0261 3.3% 0.0090 1.2% 84% True False 74,065
10 0.7848 0.7565 0.0283 3.6% 0.0088 1.1% 85% True False 71,310
20 0.7848 0.7461 0.0387 5.0% 0.0089 1.1% 89% True False 65,546
40 0.7848 0.7201 0.0647 8.3% 0.0082 1.1% 94% True False 42,321
60 0.7848 0.6819 0.1029 13.2% 0.0084 1.1% 96% True False 28,341
80 0.7848 0.6819 0.1029 13.2% 0.0075 1.0% 96% True False 21,307
100 0.7848 0.6819 0.1029 13.2% 0.0066 0.8% 96% True False 17,060
120 0.7848 0.6819 0.1029 13.2% 0.0062 0.8% 96% True False 14,224
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 0.0018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8073
2.618 0.7987
1.618 0.7934
1.000 0.7901
0.618 0.7881
HIGH 0.7848
0.618 0.7828
0.500 0.7822
0.382 0.7815
LOW 0.7795
0.618 0.7762
1.000 0.7742
1.618 0.7709
2.618 0.7656
4.250 0.7570
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 0.7822 0.7793
PP 0.7816 0.7779
S1 0.7811 0.7766

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

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