CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 0.7679 0.7706 0.0027 0.4% 0.7625
High 0.7745 0.7711 -0.0034 -0.4% 0.7745
Low 0.7670 0.7651 -0.0019 -0.2% 0.7582
Close 0.7699 0.7688 -0.0011 -0.1% 0.7688
Range 0.0075 0.0060 -0.0015 -20.0% 0.0163
ATR 0.0073 0.0072 -0.0001 -1.3% 0.0000
Volume 72,429 51,810 -20,619 -28.5% 313,970
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.7863 0.7836 0.7721
R3 0.7803 0.7776 0.7705
R2 0.7743 0.7743 0.7699
R1 0.7716 0.7716 0.7694 0.7700
PP 0.7683 0.7683 0.7683 0.7675
S1 0.7656 0.7656 0.7683 0.7640
S2 0.7623 0.7623 0.7677
S3 0.7563 0.7596 0.7672
S4 0.7503 0.7536 0.7655
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.8161 0.8087 0.7778
R3 0.7998 0.7924 0.7733
R2 0.7835 0.7835 0.7718
R1 0.7761 0.7761 0.7703 0.7798
PP 0.7672 0.7672 0.7672 0.7690
S1 0.7598 0.7598 0.7673 0.7635
S2 0.7509 0.7509 0.7658
S3 0.7346 0.7435 0.7643
S4 0.7183 0.7272 0.7598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7582 0.0163 2.1% 0.0061 0.8% 65% False False 62,794
10 0.7790 0.7582 0.0208 2.7% 0.0066 0.9% 51% False False 63,054
20 0.8025 0.7582 0.0443 5.8% 0.0071 0.9% 24% False False 68,350
40 0.8025 0.7565 0.0460 6.0% 0.0075 1.0% 27% False False 68,993
60 0.8025 0.7424 0.0601 7.8% 0.0080 1.0% 44% False False 64,902
80 0.8025 0.7139 0.0886 11.5% 0.0078 1.0% 62% False False 48,912
100 0.8025 0.6819 0.1206 15.7% 0.0079 1.0% 72% False False 39,200
120 0.8025 0.6819 0.1206 15.7% 0.0072 0.9% 72% False False 32,684
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7966
2.618 0.7868
1.618 0.7808
1.000 0.7771
0.618 0.7748
HIGH 0.7711
0.618 0.7688
0.500 0.7681
0.382 0.7674
LOW 0.7651
0.618 0.7614
1.000 0.7591
1.618 0.7554
2.618 0.7494
4.250 0.7396
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 0.7686 0.7685
PP 0.7683 0.7682
S1 0.7681 0.7680

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

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