CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 0.7377 0.7326 -0.0051 -0.7% 0.7470
High 0.7377 0.7339 -0.0038 -0.5% 0.7470
Low 0.7344 0.7275 -0.0069 -0.9% 0.7275
Close 0.7346 0.7281 -0.0065 -0.9% 0.7281
Range 0.0033 0.0064 0.0031 93.9% 0.0195
ATR 0.0038 0.0040 0.0002 6.2% 0.0000
Volume 91 213 122 134.1% 599
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7490 0.7450 0.7316
R3 0.7426 0.7386 0.7299
R2 0.7362 0.7362 0.7293
R1 0.7322 0.7322 0.7287 0.7310
PP 0.7298 0.7298 0.7298 0.7293
S1 0.7258 0.7258 0.7275 0.7246
S2 0.7234 0.7234 0.7269
S3 0.7170 0.7194 0.7263
S4 0.7106 0.7130 0.7246
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7927 0.7799 0.7388
R3 0.7732 0.7604 0.7335
R2 0.7537 0.7537 0.7317
R1 0.7409 0.7409 0.7299 0.7376
PP 0.7342 0.7342 0.7342 0.7325
S1 0.7214 0.7214 0.7263 0.7181
S2 0.7147 0.7147 0.7245
S3 0.6952 0.7019 0.7227
S4 0.6757 0.6824 0.7174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7470 0.7275 0.0195 2.7% 0.0049 0.7% 3% False True 119
10 0.7512 0.7275 0.0237 3.3% 0.0032 0.4% 3% False True 100
20 0.7548 0.7275 0.0273 3.7% 0.0027 0.4% 2% False True 62
40 0.7750 0.7275 0.0475 6.5% 0.0037 0.5% 1% False True 52
60 0.7783 0.7275 0.0508 7.0% 0.0039 0.5% 1% False True 40
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7611
2.618 0.7507
1.618 0.7443
1.000 0.7403
0.618 0.7379
HIGH 0.7339
0.618 0.7315
0.500 0.7307
0.382 0.7299
LOW 0.7275
0.618 0.7235
1.000 0.7211
1.618 0.7171
2.618 0.7107
4.250 0.7003
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 0.7307 0.7336
PP 0.7298 0.7317
S1 0.7290 0.7299

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

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