CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 0.7326 0.7271 -0.0055 -0.8% 0.7470
High 0.7339 0.7288 -0.0051 -0.7% 0.7470
Low 0.7275 0.7271 -0.0004 -0.1% 0.7275
Close 0.7281 0.7280 -0.0001 0.0% 0.7281
Range 0.0064 0.0017 -0.0047 -73.4% 0.0195
ATR 0.0040 0.0039 -0.0002 -4.1% 0.0000
Volume 213 131 -82 -38.5% 599
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7331 0.7322 0.7289
R3 0.7314 0.7305 0.7285
R2 0.7297 0.7297 0.7283
R1 0.7288 0.7288 0.7282 0.7293
PP 0.7280 0.7280 0.7280 0.7282
S1 0.7271 0.7271 0.7278 0.7276
S2 0.7263 0.7263 0.7277
S3 0.7246 0.7254 0.7275
S4 0.7229 0.7237 0.7271
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 0.7396 0.7271 0.0125 1.7% 0.0038 0.5% 7% False True 131
10 0.7496 0.7271 0.0225 3.1% 0.0031 0.4% 4% False True 90
20 0.7548 0.7271 0.0277 3.8% 0.0027 0.4% 3% False True 68
40 0.7721 0.7271 0.0450 6.2% 0.0037 0.5% 2% False True 55
60 0.7783 0.7271 0.0512 7.0% 0.0038 0.5% 2% False True 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7360
2.618 0.7333
1.618 0.7316
1.000 0.7305
0.618 0.7299
HIGH 0.7288
0.618 0.7282
0.500 0.7280
0.382 0.7277
LOW 0.7271
0.618 0.7260
1.000 0.7254
1.618 0.7243
2.618 0.7226
4.250 0.7199
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 0.7280 0.7324
PP 0.7280 0.7309
S1 0.7280 0.7295

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

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