CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 0.7378 0.7377 -0.0001 0.0% 0.7494
High 0.7396 0.7377 -0.0019 -0.3% 0.7512
Low 0.7355 0.7344 -0.0011 -0.1% 0.7470
Close 0.7357 0.7346 -0.0011 -0.1% 0.7475
Range 0.0041 0.0033 -0.0008 -19.5% 0.0042
ATR 0.0038 0.0038 0.0000 -1.0% 0.0000
Volume 115 91 -24 -20.9% 407
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7455 0.7433 0.7364
R3 0.7422 0.7400 0.7355
R2 0.7389 0.7389 0.7352
R1 0.7367 0.7367 0.7349 0.7362
PP 0.7356 0.7356 0.7356 0.7353
S1 0.7334 0.7334 0.7343 0.7329
S2 0.7323 0.7323 0.7340
S3 0.7290 0.7301 0.7337
S4 0.7257 0.7268 0.7328
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 0.7492 0.7344 0.0148 2.0% 0.0040 0.5% 1% False True 99
10 0.7528 0.7344 0.0184 2.5% 0.0030 0.4% 1% False True 80
20 0.7557 0.7344 0.0213 2.9% 0.0027 0.4% 1% False True 52
40 0.7783 0.7344 0.0439 6.0% 0.0037 0.5% 0% False True 48
60 0.7783 0.7344 0.0439 6.0% 0.0039 0.5% 0% False True 36
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7517
2.618 0.7463
1.618 0.7430
1.000 0.7410
0.618 0.7397
HIGH 0.7377
0.618 0.7364
0.500 0.7361
0.382 0.7357
LOW 0.7344
0.618 0.7324
1.000 0.7311
1.618 0.7291
2.618 0.7258
4.250 0.7204
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 0.7361 0.7370
PP 0.7356 0.7362
S1 0.7351 0.7354

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

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