CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 0.7210 0.7216 0.0006 0.1% 0.7175
High 0.7241 0.7216 -0.0025 -0.3% 0.7241
Low 0.7178 0.7188 0.0010 0.1% 0.7150
Close 0.7241 0.7201 -0.0040 -0.6% 0.7224
Range 0.0063 0.0028 -0.0035 -55.6% 0.0091
ATR 0.0042 0.0043 0.0001 1.9% 0.0000
Volume 103 128 25 24.3% 451
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7286 0.7271 0.7216
R3 0.7258 0.7243 0.7209
R2 0.7230 0.7230 0.7206
R1 0.7215 0.7215 0.7204 0.7209
PP 0.7202 0.7202 0.7202 0.7198
S1 0.7187 0.7187 0.7198 0.7181
S2 0.7174 0.7174 0.7196
S3 0.7146 0.7159 0.7193
S4 0.7118 0.7131 0.7186
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 0.7178 0.0063 0.9% 0.0036 0.5% 37% False False 86
10 0.7280 0.7150 0.0130 1.8% 0.0041 0.6% 39% False False 100
20 0.7496 0.7150 0.0346 4.8% 0.0036 0.5% 15% False False 102
40 0.7662 0.7150 0.0512 7.1% 0.0034 0.5% 10% False False 73
60 0.7783 0.7150 0.0633 8.8% 0.0039 0.5% 8% False False 59
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7335
2.618 0.7289
1.618 0.7261
1.000 0.7244
0.618 0.7233
HIGH 0.7216
0.618 0.7205
0.500 0.7202
0.382 0.7199
LOW 0.7188
0.618 0.7171
1.000 0.7160
1.618 0.7143
2.618 0.7115
4.250 0.7069
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 0.7202 0.7210
PP 0.7202 0.7207
S1 0.7201 0.7204

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

View Archives - Comment on this page... - Back to Index of Symbols