CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	0.7880	0.7858	-0.0022	-0.3%	0.7726
High	0.7892	0.7897	0.0005	0.1%	0.7902
Low	0.7833	0.7824	-0.0009	-0.1%	0.7703
Close	0.7868	0.7835	-0.0033	-0.4%	0.7835
Range	0.0059	0.0073	0.0014	23.7%	0.0199
ATR	0.0073	0.0073	0.0000	0.0%	0.0000
Volume	98,261	33,806	-64,455	-65.6%	346,184

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8071	0.8026	0.7875
R3	0.7998	0.7953	0.7855
R2	0.7925	0.7925	0.7848
R1	0.7880	0.7880	0.7842	0.7866
PP	0.7852	0.7852	0.7852	0.7845
S1	0.7807	0.7807	0.7828	0.7793
S2	0.7779	0.7779	0.7822
S3	0.7706	0.7734	0.7815
S4	0.7633	0.7661	0.7795

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8410	0.8322	0.7944
R3	0.8211	0.8123	0.7890
R2	0.8012	0.8012	0.7871
R1	0.7924	0.7924	0.7853	0.7968
PP	0.7813	0.7813	0.7813	0.7836
S1	0.7725	0.7725	0.7817	0.7769
S2	0.7614	0.7614	0.7799
S3	0.7415	0.7526	0.7780
S4	0.7216	0.7327	0.7726

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7902	0.7703	0.0199	2.5%	0.0074	0.9%	66%	False	False	69,236
10	0.7902	0.7607	0.0295	3.8%	0.0071	0.9%	77%	False	False	69,435
20	0.7902	0.7582	0.0320	4.1%	0.0069	0.9%	79%	False	False	66,518
40	0.8025	0.7582	0.0443	5.7%	0.0073	0.9%	57%	False	False	69,917
60	0.8025	0.7521	0.0504	6.4%	0.0076	1.0%	62%	False	False	68,189
80	0.8025	0.7218	0.0807	10.3%	0.0077	1.0%	76%	False	False	56,890
100	0.8025	0.6819	0.1206	15.4%	0.0080	1.0%	84%	False	False	45,594
120	0.8025	0.6819	0.1206	15.4%	0.0074	0.9%	84%	False	False	38,030

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8207
2.618	0.8088
1.618	0.8015
1.000	0.7970
0.618	0.7942
HIGH	0.7897
0.618	0.7869
0.500	0.7861
0.382	0.7852
LOW	0.7824
0.618	0.7779
1.000	0.7751
1.618	0.7706
2.618	0.7633
4.250	0.7514

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	0.7861	0.7863
PP	0.7852	0.7854
S1	0.7844	0.7844

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