CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 0.7495 0.7492 -0.0003 0.0% 0.7494
High 0.7496 0.7492 -0.0004 -0.1% 0.7512
Low 0.7495 0.7470 -0.0025 -0.3% 0.7470
Close 0.7496 0.7475 -0.0021 -0.3% 0.7475
Range 0.0001 0.0022 0.0021 2,100.0% 0.0042
ATR 0.0035 0.0034 -0.0001 -1.8% 0.0000
Volume 43 110 67 155.8% 407
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7545 0.7532 0.7487
R3 0.7523 0.7510 0.7481
R2 0.7501 0.7501 0.7479
R1 0.7488 0.7488 0.7477 0.7484
PP 0.7479 0.7479 0.7479 0.7477
S1 0.7466 0.7466 0.7473 0.7462
S2 0.7457 0.7457 0.7471
S3 0.7435 0.7444 0.7469
S4 0.7413 0.7422 0.7463
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7612 0.7585 0.7498
R3 0.7570 0.7543 0.7487
R2 0.7528 0.7528 0.7483
R1 0.7501 0.7501 0.7479 0.7494
PP 0.7486 0.7486 0.7486 0.7482
S1 0.7459 0.7459 0.7471 0.7452
S2 0.7444 0.7444 0.7467
S3 0.7402 0.7417 0.7463
S4 0.7360 0.7375 0.7452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7512 0.7470 0.0042 0.6% 0.0015 0.2% 12% False True 81
10 0.7528 0.7460 0.0068 0.9% 0.0018 0.2% 22% False False 48
20 0.7594 0.7460 0.0134 1.8% 0.0026 0.3% 11% False False 41
40 0.7783 0.7460 0.0323 4.3% 0.0038 0.5% 5% False False 41
60 0.7783 0.7435 0.0348 4.7% 0.0037 0.5% 11% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7586
2.618 0.7550
1.618 0.7528
1.000 0.7514
0.618 0.7506
HIGH 0.7492
0.618 0.7484
0.500 0.7481
0.382 0.7478
LOW 0.7470
0.618 0.7456
1.000 0.7448
1.618 0.7434
2.618 0.7412
4.250 0.7377
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 0.7481 0.7483
PP 0.7479 0.7480
S1 0.7477 0.7478

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

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