CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 0.7656 0.7714 0.0058 0.8% 0.7680
High 0.7746 0.7798 0.0052 0.7% 0.7681
Low 0.7646 0.7686 0.0040 0.5% 0.7521
Close 0.7714 0.7707 -0.0007 -0.1% 0.7545
Range 0.0100 0.0112 0.0012 12.0% 0.0160
ATR 0.0084 0.0086 0.0002 2.4% 0.0000
Volume 72,360 86,843 14,483 20.0% 211,734
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8066 0.7999 0.7769
R3 0.7954 0.7887 0.7738
R2 0.7842 0.7842 0.7728
R1 0.7775 0.7775 0.7717 0.7753
PP 0.7730 0.7730 0.7730 0.7719
S1 0.7663 0.7663 0.7697 0.7641
S2 0.7618 0.7618 0.7686
S3 0.7506 0.7551 0.7676
S4 0.7394 0.7439 0.7645
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8062 0.7964 0.7633
R3 0.7902 0.7804 0.7589
R2 0.7742 0.7742 0.7574
R1 0.7644 0.7644 0.7560 0.7613
PP 0.7582 0.7582 0.7582 0.7567
S1 0.7484 0.7484 0.7530 0.7453
S2 0.7422 0.7422 0.7516
S3 0.7262 0.7324 0.7501
S4 0.7102 0.7164 0.7457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7798 0.7521 0.0277 3.6% 0.0086 1.1% 67% True False 61,952
10 0.7798 0.7521 0.0277 3.6% 0.0083 1.1% 67% True False 60,594
20 0.7798 0.7424 0.0374 4.9% 0.0087 1.1% 76% True False 52,636
40 0.7798 0.7096 0.0702 9.1% 0.0084 1.1% 87% True False 26,762
60 0.7798 0.6819 0.0979 12.7% 0.0081 1.0% 91% True False 17,953
80 0.7798 0.6819 0.0979 12.7% 0.0070 0.9% 91% True False 13,492
100 0.7798 0.6819 0.0979 12.7% 0.0061 0.8% 91% True False 10,801
120 0.7798 0.6819 0.0979 12.7% 0.0060 0.8% 91% True False 9,008
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 0.0014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8274
2.618 0.8091
1.618 0.7979
1.000 0.7910
0.618 0.7867
HIGH 0.7798
0.618 0.7755
0.500 0.7742
0.382 0.7729
LOW 0.7686
0.618 0.7617
1.000 0.7574
1.618 0.7505
2.618 0.7393
4.250 0.7210
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 0.7742 0.7699
PP 0.7730 0.7691
S1 0.7719 0.7683

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

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