CME Canadian Dollar Future December 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 0.7648 0.7635 -0.0013 -0.2% 0.7600
High 0.7660 0.7653 -0.0007 -0.1% 0.7745
Low 0.7634 0.7624 -0.0010 -0.1% 0.7589
Close 0.7652 0.7631 -0.0021 -0.3% 0.7691
Range 0.0026 0.0029 0.0003 11.5% 0.0156
ATR 0.0059 0.0056 -0.0002 -3.6% 0.0000
Volume 57 80 23 40.4% 759
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.7723 0.7706 0.7647
R3 0.7694 0.7677 0.7639
R2 0.7665 0.7665 0.7636
R1 0.7648 0.7648 0.7634 0.7642
PP 0.7636 0.7636 0.7636 0.7633
S1 0.7619 0.7619 0.7628 0.7613
S2 0.7607 0.7607 0.7626
S3 0.7578 0.7590 0.7623
S4 0.7549 0.7561 0.7615
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.8143 0.8073 0.7777
R3 0.7987 0.7917 0.7734
R2 0.7831 0.7831 0.7720
R1 0.7761 0.7761 0.7705 0.7796
PP 0.7675 0.7675 0.7675 0.7693
S1 0.7605 0.7605 0.7677 0.7640
S2 0.7519 0.7519 0.7662
S3 0.7363 0.7449 0.7648
S4 0.7207 0.7293 0.7605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7619 0.0126 1.7% 0.0042 0.6% 10% False False 175
10 0.7745 0.7589 0.0156 2.0% 0.0045 0.6% 27% False False 129
20 0.7825 0.7589 0.0236 3.1% 0.0047 0.6% 18% False False 133
40 0.8000 0.7589 0.0411 5.4% 0.0052 0.7% 10% False False 107
60 0.8000 0.7469 0.0531 7.0% 0.0052 0.7% 31% False False 83
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7729
1.618 0.7700
1.000 0.7682
0.618 0.7671
HIGH 0.7653
0.618 0.7642
0.500 0.7639
0.382 0.7635
LOW 0.7624
0.618 0.7606
1.000 0.7595
1.618 0.7577
2.618 0.7548
4.250 0.7501
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 0.7639 0.7657
PP 0.7636 0.7648
S1 0.7634 0.7640

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

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