CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 0.7246 0.7183 -0.0063 -0.9% 0.7271
High 0.7246 0.7218 -0.0028 -0.4% 0.7294
Low 0.7158 0.7161 0.0003 0.0% 0.7158
Close 0.7167 0.7183 0.0016 0.2% 0.7183
Range 0.0088 0.0057 -0.0031 -35.2% 0.0136
ATR 0.0044 0.0044 0.0001 2.2% 0.0000
Volume 159 66 -93 -58.5% 567
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7358 0.7328 0.7214
R3 0.7301 0.7271 0.7199
R2 0.7244 0.7244 0.7193
R1 0.7214 0.7214 0.7188 0.7212
PP 0.7187 0.7187 0.7187 0.7186
S1 0.7157 0.7157 0.7178 0.7155
S2 0.7130 0.7130 0.7173
S3 0.7073 0.7100 0.7167
S4 0.7016 0.7043 0.7152
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7620 0.7537 0.7258
R3 0.7484 0.7401 0.7220
R2 0.7348 0.7348 0.7208
R1 0.7265 0.7265 0.7195 0.7239
PP 0.7212 0.7212 0.7212 0.7198
S1 0.7129 0.7129 0.7171 0.7103
S2 0.7076 0.7076 0.7158
S3 0.6940 0.6993 0.7146
S4 0.6804 0.6857 0.7108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7294 0.7158 0.0136 1.9% 0.0046 0.6% 18% False False 113
10 0.7470 0.7158 0.0312 4.3% 0.0048 0.7% 8% False False 116
20 0.7528 0.7158 0.0370 5.2% 0.0033 0.5% 7% False False 82
40 0.7662 0.7158 0.0504 7.0% 0.0037 0.5% 5% False False 61
60 0.7783 0.7158 0.0625 8.7% 0.0039 0.5% 4% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7460
2.618 0.7367
1.618 0.7310
1.000 0.7275
0.618 0.7253
HIGH 0.7218
0.618 0.7196
0.500 0.7190
0.382 0.7183
LOW 0.7161
0.618 0.7126
1.000 0.7104
1.618 0.7069
2.618 0.7012
4.250 0.6919
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 0.7190 0.7219
PP 0.7187 0.7207
S1 0.7185 0.7195

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

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