CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 0.7220 0.7210 -0.0010 -0.1% 0.7175
High 0.7220 0.7241 0.0021 0.3% 0.7241
Low 0.7191 0.7178 -0.0013 -0.2% 0.7150
Close 0.7201 0.7241 0.0040 0.6% 0.7224
Range 0.0029 0.0063 0.0034 117.2% 0.0091
ATR 0.0040 0.0042 0.0002 4.0% 0.0000
Volume 39 103 64 164.1% 451
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7409 0.7388 0.7276
R3 0.7346 0.7325 0.7258
R2 0.7283 0.7283 0.7253
R1 0.7262 0.7262 0.7247 0.7273
PP 0.7220 0.7220 0.7220 0.7225
S1 0.7199 0.7199 0.7235 0.7210
S2 0.7157 0.7157 0.7229
S3 0.7094 0.7136 0.7224
S4 0.7031 0.7073 0.7206
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7478 0.7442 0.7274
R3 0.7387 0.7351 0.7249
R2 0.7296 0.7296 0.7241
R1 0.7260 0.7260 0.7232 0.7278
PP 0.7205 0.7205 0.7205 0.7214
S1 0.7169 0.7169 0.7216 0.7187
S2 0.7114 0.7114 0.7207
S3 0.7023 0.7078 0.7199
S4 0.6932 0.6987 0.7174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7241 0.7175 0.0066 0.9% 0.0031 0.4% 100% True False 88
10 0.7294 0.7150 0.0144 2.0% 0.0040 0.6% 63% False False 102
20 0.7496 0.7150 0.0346 4.8% 0.0036 0.5% 26% False False 96
40 0.7662 0.7150 0.0512 7.1% 0.0034 0.5% 18% False False 71
60 0.7783 0.7150 0.0633 8.7% 0.0039 0.5% 14% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7509
2.618 0.7406
1.618 0.7343
1.000 0.7304
0.618 0.7280
HIGH 0.7241
0.618 0.7217
0.500 0.7210
0.382 0.7202
LOW 0.7178
0.618 0.7139
1.000 0.7115
1.618 0.7076
2.618 0.7013
4.250 0.6910
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 0.7231 0.7231
PP 0.7220 0.7220
S1 0.7210 0.7210

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

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