CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 0.7286 0.7280 -0.0006 -0.1% 0.7470
High 0.7294 0.7280 -0.0014 -0.2% 0.7470
Low 0.7274 0.7230 -0.0044 -0.6% 0.7275
Close 0.7285 0.7266 -0.0019 -0.3% 0.7281
Range 0.0020 0.0050 0.0030 150.0% 0.0195
ATR 0.0037 0.0039 0.0001 3.4% 0.0000
Volume 157 54 -103 -65.6% 599
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7409 0.7387 0.7294
R3 0.7359 0.7337 0.7280
R2 0.7309 0.7309 0.7275
R1 0.7287 0.7287 0.7271 0.7273
PP 0.7259 0.7259 0.7259 0.7252
S1 0.7237 0.7237 0.7261 0.7223
S2 0.7209 0.7209 0.7257
S3 0.7159 0.7187 0.7252
S4 0.7109 0.7137 0.7239
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 0.7377 0.7230 0.0147 2.0% 0.0037 0.5% 24% False True 129
10 0.7496 0.7230 0.0266 3.7% 0.0035 0.5% 14% False True 109
20 0.7548 0.7230 0.0318 4.4% 0.0028 0.4% 11% False True 73
40 0.7701 0.7230 0.0471 6.5% 0.0036 0.5% 8% False True 57
60 0.7783 0.7230 0.0553 7.6% 0.0038 0.5% 7% False True 45
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7493
2.618 0.7411
1.618 0.7361
1.000 0.7330
0.618 0.7311
HIGH 0.7280
0.618 0.7261
0.500 0.7255
0.382 0.7249
LOW 0.7230
0.618 0.7199
1.000 0.7180
1.618 0.7149
2.618 0.7099
4.250 0.7018
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 0.7262 0.7265
PP 0.7259 0.7263
S1 0.7255 0.7262

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

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