CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 0.7771 0.7775 0.0004 0.1% 0.7972
High 0.7822 0.7795 -0.0027 -0.3% 0.8025
Low 0.7767 0.7721 -0.0046 -0.6% 0.7721
Close 0.7775 0.7731 -0.0044 -0.6% 0.7731
Range 0.0055 0.0074 0.0019 34.5% 0.0304
ATR 0.0083 0.0082 -0.0001 -0.7% 0.0000
Volume 75,649 86,378 10,729 14.2% 423,212
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.7971 0.7925 0.7772
R3 0.7897 0.7851 0.7751
R2 0.7823 0.7823 0.7745
R1 0.7777 0.7777 0.7738 0.7763
PP 0.7749 0.7749 0.7749 0.7742
S1 0.7703 0.7703 0.7724 0.7689
S2 0.7675 0.7675 0.7717
S3 0.7601 0.7629 0.7711
S4 0.7527 0.7555 0.7690
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.8738 0.8538 0.7898
R3 0.8434 0.8234 0.7815
R2 0.8130 0.8130 0.7787
R1 0.7930 0.7930 0.7759 0.7878
PP 0.7826 0.7826 0.7826 0.7800
S1 0.7626 0.7626 0.7703 0.7574
S2 0.7522 0.7522 0.7675
S3 0.7218 0.7322 0.7647
S4 0.6914 0.7018 0.7564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8025 0.7721 0.0304 3.9% 0.0090 1.2% 3% False True 84,642
10 0.8025 0.7721 0.0304 3.9% 0.0074 1.0% 3% False True 75,792
20 0.8025 0.7684 0.0341 4.4% 0.0080 1.0% 14% False False 75,038
40 0.8025 0.7461 0.0564 7.3% 0.0084 1.1% 48% False False 69,870
60 0.8025 0.7139 0.0886 11.5% 0.0081 1.1% 67% False False 49,459
80 0.8025 0.6819 0.1206 15.6% 0.0083 1.1% 76% False False 37,177
100 0.8025 0.6819 0.1206 15.6% 0.0075 1.0% 76% False False 29,777
120 0.8025 0.6819 0.1206 15.6% 0.0067 0.9% 76% False False 24,825
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8110
2.618 0.7989
1.618 0.7915
1.000 0.7869
0.618 0.7841
HIGH 0.7795
0.618 0.7767
0.500 0.7758
0.382 0.7749
LOW 0.7721
0.618 0.7675
1.000 0.7647
1.618 0.7601
2.618 0.7527
4.250 0.7407
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 0.7758 0.7799
PP 0.7749 0.7776
S1 0.7740 0.7754

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

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