CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 0.7714 0.7703 -0.0011 -0.1% 0.7535
High 0.7798 0.7711 -0.0087 -1.1% 0.7798
Low 0.7686 0.7606 -0.0080 -1.0% 0.7528
Close 0.7707 0.7677 -0.0030 -0.4% 0.7677
Range 0.0112 0.0105 -0.0007 -6.3% 0.0270
ATR 0.0086 0.0087 0.0001 1.6% 0.0000
Volume 86,843 83,142 -3,701 -4.3% 341,193
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7980 0.7933 0.7735
R3 0.7875 0.7828 0.7706
R2 0.7770 0.7770 0.7696
R1 0.7723 0.7723 0.7687 0.7694
PP 0.7665 0.7665 0.7665 0.7650
S1 0.7618 0.7618 0.7667 0.7589
S2 0.7560 0.7560 0.7658
S3 0.7455 0.7513 0.7648
S4 0.7350 0.7408 0.7619
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8478 0.8347 0.7826
R3 0.8208 0.8077 0.7751
R2 0.7938 0.7938 0.7727
R1 0.7807 0.7807 0.7702 0.7873
PP 0.7668 0.7668 0.7668 0.7700
S1 0.7537 0.7537 0.7652 0.7603
S2 0.7398 0.7398 0.7628
S3 0.7128 0.7267 0.7603
S4 0.6858 0.6997 0.7529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7798 0.7528 0.0270 3.5% 0.0096 1.3% 55% False False 68,238
10 0.7798 0.7521 0.0277 3.6% 0.0082 1.1% 56% False False 61,145
20 0.7798 0.7424 0.0374 4.9% 0.0090 1.2% 68% False False 56,719
40 0.7798 0.7139 0.0659 8.6% 0.0082 1.1% 82% False False 28,831
60 0.7798 0.6819 0.0979 12.8% 0.0082 1.1% 88% False False 19,338
80 0.7798 0.6819 0.0979 12.8% 0.0071 0.9% 88% False False 14,530
100 0.7798 0.6819 0.0979 12.8% 0.0062 0.8% 88% False False 11,632
120 0.7798 0.6819 0.0979 12.8% 0.0060 0.8% 88% False False 9,700
Crabel Price Patterns
NR True
NR4 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.7986
1.618 0.7881
1.000 0.7816
0.618 0.7776
HIGH 0.7711
0.618 0.7671
0.500 0.7659
0.382 0.7646
LOW 0.7606
0.618 0.7541
1.000 0.7501
1.618 0.7436
2.618 0.7331
4.250 0.7160
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 0.7671 0.7702
PP 0.7665 0.7694
S1 0.7659 0.7685

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

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