CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 0.7183 0.7175 -0.0008 -0.1% 0.7271
High 0.7218 0.7177 -0.0041 -0.6% 0.7294
Low 0.7161 0.7150 -0.0011 -0.2% 0.7158
Close 0.7183 0.7168 -0.0015 -0.2% 0.7183
Range 0.0057 0.0027 -0.0030 -52.6% 0.0136
ATR 0.0044 0.0044 -0.0001 -1.8% 0.0000
Volume 66 150 84 127.3% 567
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7246 0.7234 0.7183
R3 0.7219 0.7207 0.7175
R2 0.7192 0.7192 0.7173
R1 0.7180 0.7180 0.7170 0.7173
PP 0.7165 0.7165 0.7165 0.7161
S1 0.7153 0.7153 0.7166 0.7145
S2 0.7138 0.7138 0.7163
S3 0.7111 0.7126 0.7161
S4 0.7084 0.7099 0.7153
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 0.7150 0.0144 2.0% 0.0048 0.7% 13% False True 117
10 0.7396 0.7150 0.0246 3.4% 0.0043 0.6% 7% False True 124
20 0.7528 0.7150 0.0378 5.3% 0.0034 0.5% 5% False True 90
40 0.7662 0.7150 0.0512 7.1% 0.0036 0.5% 4% False True 64
60 0.7783 0.7150 0.0633 8.8% 0.0039 0.5% 3% False True 51
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7292
2.618 0.7248
1.618 0.7221
1.000 0.7204
0.618 0.7194
HIGH 0.7177
0.618 0.7167
0.500 0.7164
0.382 0.7160
LOW 0.7150
0.618 0.7133
1.000 0.7123
1.618 0.7106
2.618 0.7079
4.250 0.7035
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 0.7167 0.7198
PP 0.7165 0.7188
S1 0.7164 0.7178

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

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