CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 0.7104 0.7092 -0.0012 -0.2% 0.7202
High 0.7117 0.7108 -0.0009 -0.1% 0.7205
Low 0.7068 0.7058 -0.0010 -0.1% 0.7058
Close 0.7103 0.7077 -0.0026 -0.4% 0.7077
Range 0.0049 0.0050 0.0001 2.0% 0.0147
ATR 0.0046 0.0046 0.0000 0.6% 0.0000
Volume 266 113 -153 -57.5% 831
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7231 0.7204 0.7105
R3 0.7181 0.7154 0.7091
R2 0.7131 0.7131 0.7086
R1 0.7104 0.7104 0.7082 0.7093
PP 0.7081 0.7081 0.7081 0.7075
S1 0.7054 0.7054 0.7072 0.7043
S2 0.7031 0.7031 0.7068
S3 0.6981 0.7004 0.7063
S4 0.6931 0.6954 0.7050
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.7554 0.7463 0.7158
R3 0.7407 0.7316 0.7117
R2 0.7260 0.7260 0.7104
R1 0.7169 0.7169 0.7090 0.7141
PP 0.7113 0.7113 0.7113 0.7100
S1 0.7022 0.7022 0.7064 0.6994
S2 0.6966 0.6966 0.7050
S3 0.6819 0.6875 0.7037
S4 0.6672 0.6728 0.6996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7205 0.7058 0.0147 2.1% 0.0050 0.7% 13% False True 166
10 0.7241 0.7058 0.0183 2.6% 0.0043 0.6% 10% False True 123
20 0.7377 0.7058 0.0319 4.5% 0.0041 0.6% 6% False True 122
40 0.7557 0.7058 0.0499 7.1% 0.0034 0.5% 4% False True 85
60 0.7783 0.7058 0.0725 10.2% 0.0039 0.6% 3% False True 72
80 0.7783 0.7058 0.0725 10.2% 0.0040 0.6% 3% False True 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7321
2.618 0.7239
1.618 0.7189
1.000 0.7158
0.618 0.7139
HIGH 0.7108
0.618 0.7089
0.500 0.7083
0.382 0.7077
LOW 0.7058
0.618 0.7027
1.000 0.7008
1.618 0.6977
2.618 0.6927
4.250 0.6846
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 0.7083 0.7107
PP 0.7081 0.7097
S1 0.7079 0.7087

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

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