CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 0.7275 0.7209 -0.0066 -0.9% 0.7142
High 0.7289 0.7225 -0.0064 -0.9% 0.7327
Low 0.7191 0.7157 -0.0034 -0.5% 0.7096
Close 0.7201 0.7178 -0.0023 -0.3% 0.7201
Range 0.0098 0.0068 -0.0030 -30.6% 0.0231
ATR 0.0079 0.0079 -0.0001 -1.0% 0.0000
Volume 253 215 -38 -15.0% 1,653
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7391 0.7352 0.7215
R3 0.7323 0.7284 0.7197
R2 0.7255 0.7255 0.7190
R1 0.7216 0.7216 0.7184 0.7202
PP 0.7187 0.7187 0.7187 0.7179
S1 0.7148 0.7148 0.7172 0.7134
S2 0.7119 0.7119 0.7166
S3 0.7051 0.7080 0.7159
S4 0.6983 0.7012 0.7141
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% 0.0095 1.3% 35% False False 316
10 0.7327 0.6988 0.0339 4.7% 0.0090 1.3% 56% False False 350
20 0.7327 0.6819 0.0508 7.1% 0.0085 1.2% 71% False False 375
40 0.7377 0.6819 0.0558 7.8% 0.0063 0.9% 64% False False 248
60 0.7557 0.6819 0.0738 10.3% 0.0051 0.7% 49% False False 181
80 0.7783 0.6819 0.0964 13.4% 0.0051 0.7% 37% False False 148
100 0.7783 0.6819 0.0964 13.4% 0.0049 0.7% 37% False False 120
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7514
2.618 0.7403
1.618 0.7335
1.000 0.7293
0.618 0.7267
HIGH 0.7225
0.618 0.7199
0.500 0.7191
0.382 0.7183
LOW 0.7157
0.618 0.7115
1.000 0.7089
1.618 0.7047
2.618 0.6979
4.250 0.6868
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 0.7191 0.7242
PP 0.7187 0.7221
S1 0.7182 0.7199

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

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