CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 0.7271 0.7286 0.0015 0.2% 0.7470
High 0.7288 0.7294 0.0006 0.1% 0.7470
Low 0.7271 0.7274 0.0003 0.0% 0.7275
Close 0.7280 0.7285 0.0005 0.1% 0.7281
Range 0.0017 0.0020 0.0003 17.6% 0.0195
ATR 0.0039 0.0037 -0.0001 -3.4% 0.0000
Volume 131 157 26 19.8% 599
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7344 0.7335 0.7296
R3 0.7324 0.7315 0.7290
R2 0.7304 0.7304 0.7289
R1 0.7295 0.7295 0.7287 0.7290
PP 0.7284 0.7284 0.7284 0.7282
S1 0.7275 0.7275 0.7283 0.7270
S2 0.7264 0.7264 0.7281
S3 0.7244 0.7255 0.7280
S4 0.7224 0.7235 0.7274
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% 0.0035 0.5% 11% False False 141
10 0.7496 0.7271 0.0225 3.1% 0.0032 0.4% 6% False False 105
20 0.7548 0.7271 0.0277 3.8% 0.0026 0.4% 5% False False 71
40 0.7721 0.7271 0.0450 6.2% 0.0037 0.5% 3% False False 59
60 0.7783 0.7271 0.0512 7.0% 0.0038 0.5% 3% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7379
2.618 0.7346
1.618 0.7326
1.000 0.7314
0.618 0.7306
HIGH 0.7294
0.618 0.7286
0.500 0.7284
0.382 0.7282
LOW 0.7274
0.618 0.7262
1.000 0.7254
1.618 0.7242
2.618 0.7222
4.250 0.7189
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 0.7285 0.7305
PP 0.7284 0.7298
S1 0.7284 0.7292

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

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