CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 0.7196 0.7179 -0.0017 -0.2% 0.7142
High 0.7235 0.7206 -0.0029 -0.4% 0.7327
Low 0.7147 0.7139 -0.0008 -0.1% 0.7096
Close 0.7190 0.7180 -0.0010 -0.1% 0.7201
Range 0.0088 0.0067 -0.0021 -23.9% 0.0231
ATR 0.0080 0.0079 -0.0001 -1.2% 0.0000
Volume 308 460 152 49.4% 1,653
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7376 0.7345 0.7217
R3 0.7309 0.7278 0.7198
R2 0.7242 0.7242 0.7192
R1 0.7211 0.7211 0.7186 0.7227
PP 0.7175 0.7175 0.7175 0.7183
S1 0.7144 0.7144 0.7174 0.7160
S2 0.7108 0.7108 0.7168
S3 0.7041 0.7077 0.7162
S4 0.6974 0.7010 0.7143
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 0.7289 0.7139 0.0150 2.1% 0.0082 1.1% 27% False True 292
10 0.7327 0.7091 0.0236 3.3% 0.0086 1.2% 38% False False 319
20 0.7327 0.6819 0.0508 7.1% 0.0086 1.2% 71% False False 341
40 0.7327 0.6819 0.0508 7.1% 0.0066 0.9% 71% False False 262
60 0.7548 0.6819 0.0729 10.2% 0.0053 0.7% 50% False False 197
80 0.7721 0.6819 0.0902 12.6% 0.0052 0.7% 40% False False 159
100 0.7783 0.6819 0.0964 13.4% 0.0049 0.7% 37% False False 130
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7491
2.618 0.7381
1.618 0.7314
1.000 0.7273
0.618 0.7247
HIGH 0.7206
0.618 0.7180
0.500 0.7173
0.382 0.7165
LOW 0.7139
0.618 0.7098
1.000 0.7072
1.618 0.7031
2.618 0.6964
4.250 0.6854
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 0.7178 0.7197
PP 0.7175 0.7191
S1 0.7173 0.7186

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

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