CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 0.7199 0.7230 0.0031 0.4% 0.7271
High 0.7227 0.7241 0.0014 0.2% 0.7294
Low 0.7195 0.7214 0.0019 0.3% 0.7158
Close 0.7220 0.7224 0.0004 0.1% 0.7183
Range 0.0032 0.0027 -0.0005 -15.6% 0.0136
ATR 0.0042 0.0041 -0.0001 -2.6% 0.0000
Volume 55 109 54 98.2% 567
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7307 0.7293 0.7239
R3 0.7280 0.7266 0.7231
R2 0.7253 0.7253 0.7229
R1 0.7239 0.7239 0.7226 0.7233
PP 0.7226 0.7226 0.7226 0.7223
S1 0.7212 0.7212 0.7222 0.7206
S2 0.7199 0.7199 0.7219
S3 0.7172 0.7185 0.7217
S4 0.7145 0.7158 0.7209
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 0.7241 0.7150 0.0091 1.3% 0.0030 0.4% 81% True False 103
10 0.7339 0.7150 0.0189 2.6% 0.0039 0.5% 39% False False 123
20 0.7528 0.7150 0.0378 5.2% 0.0034 0.5% 20% False False 101
40 0.7662 0.7150 0.0512 7.1% 0.0034 0.5% 14% False False 70
60 0.7783 0.7150 0.0633 8.8% 0.0039 0.5% 12% False False 55
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7356
2.618 0.7312
1.618 0.7285
1.000 0.7268
0.618 0.7258
HIGH 0.7241
0.618 0.7231
0.500 0.7228
0.382 0.7224
LOW 0.7214
0.618 0.7197
1.000 0.7187
1.618 0.7170
2.618 0.7143
4.250 0.7099
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 0.7228 0.7219
PP 0.7226 0.7213
S1 0.7225 0.7208

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

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