CME Canadian Dollar Future December 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 0.7893 0.7860 -0.0033 -0.4% 0.7720
High 0.7893 0.7899 0.0006 0.1% 0.7899
Low 0.7838 0.7835 -0.0003 0.0% 0.7713
Close 0.7871 0.7838 -0.0033 -0.4% 0.7838
Range 0.0055 0.0064 0.0009 16.4% 0.0186
ATR 0.0061 0.0062 0.0000 0.3% 0.0000
Volume 254 309 55 21.7% 1,252
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8049 0.8008 0.7873
R3 0.7985 0.7944 0.7856
R2 0.7921 0.7921 0.7850
R1 0.7880 0.7880 0.7844 0.7869
PP 0.7857 0.7857 0.7857 0.7852
S1 0.7816 0.7816 0.7832 0.7804
S2 0.7793 0.7793 0.7826
S3 0.7729 0.7752 0.7820
S4 0.7665 0.7688 0.7803
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8375 0.8292 0.7940
R3 0.8189 0.8106 0.7889
R2 0.8003 0.8003 0.7872
R1 0.7920 0.7920 0.7855 0.7962
PP 0.7817 0.7817 0.7817 0.7837
S1 0.7734 0.7734 0.7821 0.7776
S2 0.7631 0.7631 0.7804
S3 0.7445 0.7548 0.7787
S4 0.7259 0.7362 0.7736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7899 0.7713 0.0186 2.4% 0.0061 0.8% 67% True False 250
10 0.7899 0.7619 0.0280 3.6% 0.0057 0.7% 78% True False 199
20 0.7899 0.7589 0.0310 4.0% 0.0052 0.7% 80% True False 165
40 0.8000 0.7589 0.0411 5.2% 0.0056 0.7% 61% False False 141
60 0.8000 0.7532 0.0468 6.0% 0.0051 0.7% 65% False False 106
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8171
2.618 0.8067
1.618 0.8003
1.000 0.7963
0.618 0.7939
HIGH 0.7899
0.618 0.7875
0.500 0.7867
0.382 0.7859
LOW 0.7835
0.618 0.7795
1.000 0.7771
1.618 0.7731
2.618 0.7667
4.250 0.7563
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 0.7867 0.7867
PP 0.7857 0.7857
S1 0.7848 0.7848

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

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