CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 0.7802 0.7783 -0.0019 -0.2% 0.7698
High 0.7824 0.7815 -0.0009 -0.1% 0.7848
Low 0.7754 0.7750 -0.0004 -0.1% 0.7684
Close 0.7781 0.7789 0.0008 0.1% 0.7789
Range 0.0070 0.0065 -0.0005 -7.1% 0.0164
ATR 0.0084 0.0083 -0.0001 -1.6% 0.0000
Volume 62,444 56,445 -5,999 -9.6% 346,837
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7980 0.7949 0.7825
R3 0.7915 0.7884 0.7807
R2 0.7850 0.7850 0.7801
R1 0.7819 0.7819 0.7795 0.7835
PP 0.7785 0.7785 0.7785 0.7792
S1 0.7754 0.7754 0.7783 0.7770
S2 0.7720 0.7720 0.7777
S3 0.7655 0.7689 0.7771
S4 0.7590 0.7624 0.7753
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8266 0.8191 0.7879
R3 0.8102 0.8027 0.7834
R2 0.7938 0.7938 0.7819
R1 0.7863 0.7863 0.7804 0.7901
PP 0.7774 0.7774 0.7774 0.7792
S1 0.7699 0.7699 0.7774 0.7737
S2 0.7610 0.7610 0.7759
S3 0.7446 0.7535 0.7744
S4 0.7282 0.7371 0.7699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7848 0.7684 0.0164 2.1% 0.0074 1.0% 64% False False 69,367
10 0.7848 0.7565 0.0283 3.6% 0.0079 1.0% 79% False False 66,201
20 0.7848 0.7521 0.0327 4.2% 0.0081 1.0% 82% False False 63,673
40 0.7848 0.7218 0.0630 8.1% 0.0081 1.0% 91% False False 45,256
60 0.7848 0.6884 0.0964 12.4% 0.0084 1.1% 94% False False 30,310
80 0.7848 0.6819 0.1029 13.2% 0.0075 1.0% 94% False False 22,790
100 0.7848 0.6819 0.1029 13.2% 0.0067 0.9% 94% False False 18,249
120 0.7848 0.6819 0.1029 13.2% 0.0063 0.8% 94% False False 15,214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8091
2.618 0.7985
1.618 0.7920
1.000 0.7880
0.618 0.7855
HIGH 0.7815
0.618 0.7790
0.500 0.7783
0.382 0.7775
LOW 0.7750
0.618 0.7710
1.000 0.7685
1.618 0.7645
2.618 0.7580
4.250 0.7474
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 0.7787 0.7799
PP 0.7785 0.7796
S1 0.7783 0.7792

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

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