CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 0.7256 0.7275 0.0019 0.3% 0.7142
High 0.7327 0.7289 -0.0038 -0.5% 0.7327
Low 0.7250 0.7191 -0.0059 -0.8% 0.7096
Close 0.7286 0.7201 -0.0085 -1.2% 0.7201
Range 0.0077 0.0098 0.0021 27.3% 0.0231
ATR 0.0078 0.0079 0.0001 1.8% 0.0000
Volume 628 253 -375 -59.7% 1,653
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7521 0.7459 0.7255
R3 0.7423 0.7361 0.7228
R2 0.7325 0.7325 0.7219
R1 0.7263 0.7263 0.7210 0.7245
PP 0.7227 0.7227 0.7227 0.7218
S1 0.7165 0.7165 0.7192 0.7147
S2 0.7129 0.7129 0.7183
S3 0.7031 0.7067 0.7174
S4 0.6933 0.6969 0.7147
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7901 0.7782 0.7328
R3 0.7670 0.7551 0.7265
R2 0.7439 0.7439 0.7243
R1 0.7320 0.7320 0.7222 0.7380
PP 0.7208 0.7208 0.7208 0.7238
S1 0.7089 0.7089 0.7180 0.7149
S2 0.6977 0.6977 0.7159
S3 0.6746 0.6858 0.7137
S4 0.6515 0.6627 0.7074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7327 0.7096 0.0231 3.2% 0.0097 1.3% 45% False False 330
10 0.7327 0.6988 0.0339 4.7% 0.0091 1.3% 63% False False 345
20 0.7327 0.6819 0.0508 7.1% 0.0084 1.2% 75% False False 370
40 0.7396 0.6819 0.0577 8.0% 0.0062 0.9% 66% False False 246
60 0.7557 0.6819 0.0738 10.2% 0.0050 0.7% 52% False False 179
80 0.7783 0.6819 0.0964 13.4% 0.0051 0.7% 40% False False 145
100 0.7783 0.6819 0.0964 13.4% 0.0048 0.7% 40% False False 118
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7706
2.618 0.7546
1.618 0.7448
1.000 0.7387
0.618 0.7350
HIGH 0.7289
0.618 0.7252
0.500 0.7240
0.382 0.7228
LOW 0.7191
0.618 0.7130
1.000 0.7093
1.618 0.7032
2.618 0.6934
4.250 0.6774
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 0.7240 0.7212
PP 0.7227 0.7208
S1 0.7214 0.7205

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

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