CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 20-May-2016

Day Change Summary
	Previous	Current
	19-May-2016	20-May-2016	Change	Change %	Previous Week
Open	0.7675	0.7634	-0.0041	-0.5%	0.7724
High	0.7686	0.7652	-0.0034	-0.4%	0.7790
Low	0.7602	0.7597	-0.0005	-0.1%	0.7597
Close	0.7636	0.7612	-0.0024	-0.3%	0.7612
Range	0.0084	0.0055	-0.0029	-34.5%	0.0193
ATR	0.0077	0.0076	-0.0002	-2.1%	0.0000
Volume	82,754	57,210	-25,544	-30.9%	316,578

Daily Pivots for day following 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7785	0.7754	0.7642
R3	0.7730	0.7699	0.7627
R2	0.7675	0.7675	0.7622
R1	0.7644	0.7644	0.7617	0.7632
PP	0.7620	0.7620	0.7620	0.7615
S1	0.7589	0.7589	0.7607	0.7577
S2	0.7565	0.7565	0.7602
S3	0.7510	0.7534	0.7597
S4	0.7455	0.7479	0.7582

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8245	0.8122	0.7718
R3	0.8052	0.7929	0.7665
R2	0.7859	0.7859	0.7647
R1	0.7736	0.7736	0.7630	0.7701
PP	0.7666	0.7666	0.7666	0.7649
S1	0.7543	0.7543	0.7594	0.7508
S2	0.7473	0.7473	0.7577
S3	0.7280	0.7350	0.7559
S4	0.7087	0.7157	0.7506

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7790	0.7597	0.0193	2.5%	0.0070	0.9%	8%	False	True	63,315
10	0.7830	0.7597	0.0233	3.1%	0.0066	0.9%	6%	False	True	62,982
20	0.8025	0.7597	0.0428	5.6%	0.0070	0.9%	4%	False	True	69,387
40	0.8025	0.7528	0.0497	6.5%	0.0079	1.0%	17%	False	False	69,674
60	0.8025	0.7366	0.0659	8.7%	0.0079	1.0%	37%	False	False	59,827
80	0.8025	0.7085	0.0940	12.3%	0.0080	1.1%	56%	False	False	45,005
100	0.8025	0.6819	0.1206	15.8%	0.0078	1.0%	66%	False	False	36,065
120	0.8025	0.6819	0.1206	15.8%	0.0071	0.9%	66%	False	False	30,071

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7886
2.618	0.7796
1.618	0.7741
1.000	0.7707
0.618	0.7686
HIGH	0.7652
0.618	0.7631
0.500	0.7625
0.382	0.7618
LOW	0.7597
0.618	0.7563
1.000	0.7542
1.618	0.7508
2.618	0.7453
4.250	0.7363

Fisher Pivots for day following 20-May-2016
Pivot	1 day	3 day
R1	0.7625	0.7676
PP	0.7620	0.7655
S1	0.7616	0.7633

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols