CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 0.7182 0.7156 -0.0026 -0.4% 0.7220
High 0.7182 0.7156 -0.0026 -0.4% 0.7241
Low 0.7139 0.7094 -0.0045 -0.6% 0.7178
Close 0.7150 0.7094 -0.0056 -0.8% 0.7236
Range 0.0043 0.0062 0.0019 44.2% 0.0063
ATR 0.0045 0.0046 0.0001 2.8% 0.0000
Volume 54 226 172 318.5% 297
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7301 0.7259 0.7128
R3 0.7239 0.7197 0.7111
R2 0.7177 0.7177 0.7105
R1 0.7135 0.7135 0.7100 0.7125
PP 0.7115 0.7115 0.7115 0.7110
S1 0.7073 0.7073 0.7088 0.7063
S2 0.7053 0.7053 0.7083
S3 0.6991 0.7011 0.7077
S4 0.6929 0.6949 0.7060
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7407 0.7385 0.7271
R3 0.7344 0.7322 0.7253
R2 0.7281 0.7281 0.7248
R1 0.7259 0.7259 0.7242 0.7270
PP 0.7218 0.7218 0.7218 0.7224
S1 0.7196 0.7196 0.7230 0.7207
S2 0.7155 0.7155 0.7224
S3 0.7092 0.7133 0.7219
S4 0.7029 0.7070 0.7201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7236 0.7094 0.0142 2.0% 0.0042 0.6% 0% False True 121
10 0.7241 0.7094 0.0147 2.1% 0.0037 0.5% 0% False True 105
20 0.7396 0.7094 0.0302 4.3% 0.0040 0.6% 0% False True 114
40 0.7557 0.7094 0.0463 6.5% 0.0033 0.5% 0% False True 78
60 0.7783 0.7094 0.0689 9.7% 0.0039 0.6% 0% False True 66
80 0.7783 0.7094 0.0689 9.7% 0.0039 0.5% 0% False True 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7419
2.618 0.7318
1.618 0.7256
1.000 0.7218
0.618 0.7194
HIGH 0.7156
0.618 0.7132
0.500 0.7125
0.382 0.7118
LOW 0.7094
0.618 0.7056
1.000 0.7032
1.618 0.6994
2.618 0.6932
4.250 0.6831
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 0.7125 0.7150
PP 0.7115 0.7131
S1 0.7104 0.7113

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

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