CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 0.7470 0.7384 -0.0086 -1.2% 0.7494
High 0.7470 0.7384 -0.0086 -1.2% 0.7512
Low 0.7398 0.7350 -0.0048 -0.6% 0.7470
Close 0.7400 0.7360 -0.0040 -0.5% 0.7475
Range 0.0072 0.0034 -0.0038 -52.8% 0.0042
ATR 0.0037 0.0038 0.0001 2.5% 0.0000
Volume 75 105 30 40.0% 407
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7467 0.7447 0.7379
R3 0.7433 0.7413 0.7369
R2 0.7399 0.7399 0.7366
R1 0.7379 0.7379 0.7363 0.7372
PP 0.7365 0.7365 0.7365 0.7361
S1 0.7345 0.7345 0.7357 0.7338
S2 0.7331 0.7331 0.7354
S3 0.7297 0.7311 0.7351
S4 0.7263 0.7277 0.7341
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 0.7350 0.0146 2.0% 0.0029 0.4% 7% False True 68
10 0.7528 0.7350 0.0178 2.4% 0.0025 0.3% 6% False True 65
20 0.7557 0.7350 0.0207 2.8% 0.0026 0.3% 5% False True 46
40 0.7783 0.7350 0.0433 5.9% 0.0039 0.5% 2% False True 45
60 0.7783 0.7350 0.0433 5.9% 0.0038 0.5% 2% False True 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7529
2.618 0.7473
1.618 0.7439
1.000 0.7418
0.618 0.7405
HIGH 0.7384
0.618 0.7371
0.500 0.7367
0.382 0.7363
LOW 0.7350
0.618 0.7329
1.000 0.7316
1.618 0.7295
2.618 0.7261
4.250 0.7206
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 0.7367 0.7421
PP 0.7365 0.7401
S1 0.7362 0.7380

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

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