CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 0.7492 0.7470 -0.0022 -0.3% 0.7494
High 0.7492 0.7470 -0.0022 -0.3% 0.7512
Low 0.7470 0.7398 -0.0072 -1.0% 0.7470
Close 0.7475 0.7400 -0.0075 -1.0% 0.7475
Range 0.0022 0.0072 0.0050 227.3% 0.0042
ATR 0.0034 0.0037 0.0003 9.0% 0.0000
Volume 110 75 -35 -31.8% 407
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7639 0.7591 0.7440
R3 0.7567 0.7519 0.7420
R2 0.7495 0.7495 0.7413
R1 0.7447 0.7447 0.7407 0.7435
PP 0.7423 0.7423 0.7423 0.7417
S1 0.7375 0.7375 0.7393 0.7363
S2 0.7351 0.7351 0.7387
S3 0.7279 0.7303 0.7380
S4 0.7207 0.7231 0.7360
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 0.7496 0.7398 0.0098 1.3% 0.0025 0.3% 2% False True 50
10 0.7528 0.7398 0.0130 1.8% 0.0026 0.3% 2% False True 56
20 0.7557 0.7398 0.0159 2.1% 0.0025 0.3% 1% False True 42
40 0.7783 0.7398 0.0385 5.2% 0.0039 0.5% 1% False True 43
60 0.7783 0.7398 0.0385 5.2% 0.0038 0.5% 1% False True 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7658
1.618 0.7586
1.000 0.7542
0.618 0.7514
HIGH 0.7470
0.618 0.7442
0.500 0.7434
0.382 0.7426
LOW 0.7398
0.618 0.7354
1.000 0.7326
1.618 0.7282
2.618 0.7210
4.250 0.7092
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 0.7434 0.7447
PP 0.7423 0.7431
S1 0.7411 0.7416

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

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