CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 0.7184 0.7219 0.0035 0.5% 0.7209
High 0.7236 0.7297 0.0061 0.8% 0.7255
Low 0.7162 0.7191 0.0029 0.4% 0.7139
Close 0.7225 0.7208 -0.0017 -0.2% 0.7225
Range 0.0074 0.0106 0.0032 43.2% 0.0116
ATR 0.0079 0.0081 0.0002 2.5% 0.0000
Volume 644 784 140 21.7% 1,855
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7550 0.7485 0.7266
R3 0.7444 0.7379 0.7237
R2 0.7338 0.7338 0.7227
R1 0.7273 0.7273 0.7218 0.7253
PP 0.7232 0.7232 0.7232 0.7222
S1 0.7167 0.7167 0.7198 0.7147
S2 0.7126 0.7126 0.7189
S3 0.7020 0.7061 0.7179
S4 0.6914 0.6955 0.7150
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7554 0.7506 0.7289
R3 0.7438 0.7390 0.7257
R2 0.7322 0.7322 0.7246
R1 0.7274 0.7274 0.7236 0.7298
PP 0.7206 0.7206 0.7206 0.7219
S1 0.7158 0.7158 0.7214 0.7182
S2 0.7090 0.7090 0.7204
S3 0.6974 0.7042 0.7193
S4 0.6858 0.6926 0.7161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7297 0.7139 0.0158 2.2% 0.0084 1.2% 44% True False 484
10 0.7327 0.7096 0.0231 3.2% 0.0090 1.2% 48% False False 400
20 0.7327 0.6819 0.0508 7.0% 0.0089 1.2% 77% False False 380
40 0.7327 0.6819 0.0508 7.0% 0.0069 1.0% 77% False False 293
60 0.7548 0.6819 0.0729 10.1% 0.0055 0.8% 53% False False 219
80 0.7701 0.6819 0.0882 12.2% 0.0053 0.7% 44% False False 175
100 0.7783 0.6819 0.0964 13.4% 0.0050 0.7% 40% False False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7748
2.618 0.7575
1.618 0.7469
1.000 0.7403
0.618 0.7363
HIGH 0.7297
0.618 0.7257
0.500 0.7244
0.382 0.7231
LOW 0.7191
0.618 0.7125
1.000 0.7085
1.618 0.7019
2.618 0.6913
4.250 0.6741
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 0.7244 0.7218
PP 0.7232 0.7215
S1 0.7220 0.7211

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

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