CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 0.7940 0.7969 0.0029 0.4% 0.7902
High 0.7991 0.8004 0.0013 0.2% 0.8004
Low 0.7932 0.7944 0.0012 0.2% 0.7863
Close 0.7985 0.7974 -0.0011 -0.1% 0.7974
Range 0.0059 0.0060 0.0001 1.7% 0.0141
ATR 0.0080 0.0079 -0.0001 -1.8% 0.0000
Volume 63,024 85,772 22,748 36.1% 334,710
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8154 0.8124 0.8007
R3 0.8094 0.8064 0.7991
R2 0.8034 0.8034 0.7985
R1 0.8004 0.8004 0.7980 0.8019
PP 0.7974 0.7974 0.7974 0.7982
S1 0.7944 0.7944 0.7969 0.7959
S2 0.7914 0.7914 0.7963
S3 0.7854 0.7884 0.7958
S4 0.7794 0.7824 0.7941
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8370 0.8313 0.8052
R3 0.8229 0.8172 0.8013
R2 0.8088 0.8088 0.8000
R1 0.8031 0.8031 0.7987 0.8060
PP 0.7947 0.7947 0.7947 0.7961
S1 0.7890 0.7890 0.7961 0.7919
S2 0.7806 0.7806 0.7948
S3 0.7665 0.7749 0.7935
S4 0.7524 0.7608 0.7896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8004 0.7863 0.0141 1.8% 0.0059 0.7% 79% True False 66,942
10 0.8004 0.7698 0.0306 3.8% 0.0077 1.0% 90% True False 73,071
20 0.8004 0.7565 0.0439 5.5% 0.0078 1.0% 93% True False 69,636
40 0.8004 0.7424 0.0580 7.3% 0.0084 1.1% 95% True False 63,178
60 0.8004 0.7139 0.0865 10.8% 0.0081 1.0% 97% True False 42,433
80 0.8004 0.6819 0.1185 14.9% 0.0081 1.0% 97% True False 31,912
100 0.8004 0.6819 0.1185 14.9% 0.0073 0.9% 97% True False 25,551
120 0.8004 0.6819 0.1185 14.9% 0.0065 0.8% 97% True False 21,299
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8259
2.618 0.8161
1.618 0.8101
1.000 0.8064
0.618 0.8041
HIGH 0.8004
0.618 0.7981
0.500 0.7974
0.382 0.7967
LOW 0.7944
0.618 0.7907
1.000 0.7884
1.618 0.7847
2.618 0.7787
4.250 0.7689
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 0.7974 0.7963
PP 0.7974 0.7951
S1 0.7974 0.7940

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

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