CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 0.7833 0.7802 -0.0031 -0.4% 0.7678
High 0.7848 0.7824 -0.0024 -0.3% 0.7721
Low 0.7795 0.7754 -0.0041 -0.5% 0.7565
Close 0.7806 0.7781 -0.0025 -0.3% 0.7699
Range 0.0053 0.0070 0.0017 32.1% 0.0156
ATR 0.0085 0.0084 -0.0001 -1.3% 0.0000
Volume 84,424 62,444 -21,980 -26.0% 315,175
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.7996 0.7959 0.7820
R3 0.7926 0.7889 0.7800
R2 0.7856 0.7856 0.7794
R1 0.7819 0.7819 0.7787 0.7803
PP 0.7786 0.7786 0.7786 0.7778
S1 0.7749 0.7749 0.7775 0.7733
S2 0.7716 0.7716 0.7768
S3 0.7646 0.7679 0.7762
S4 0.7576 0.7609 0.7743
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8130 0.8070 0.7785
R3 0.7974 0.7914 0.7742
R2 0.7818 0.7818 0.7728
R1 0.7758 0.7758 0.7713 0.7788
PP 0.7662 0.7662 0.7662 0.7677
S1 0.7602 0.7602 0.7685 0.7632
S2 0.7506 0.7506 0.7670
S3 0.7350 0.7446 0.7656
S4 0.7194 0.7290 0.7613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7848 0.7601 0.0247 3.2% 0.0085 1.1% 73% False False 74,003
10 0.7848 0.7565 0.0283 3.6% 0.0083 1.1% 76% False False 68,870
20 0.7848 0.7521 0.0327 4.2% 0.0083 1.1% 80% False False 64,732
40 0.7848 0.7218 0.0630 8.1% 0.0081 1.0% 89% False False 43,862
60 0.7848 0.6819 0.1029 13.2% 0.0084 1.1% 93% False False 29,378
80 0.7848 0.6819 0.1029 13.2% 0.0075 1.0% 93% False False 22,086
100 0.7848 0.6819 0.1029 13.2% 0.0066 0.9% 93% False False 17,684
120 0.7848 0.6819 0.1029 13.2% 0.0062 0.8% 93% False False 14,744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8122
2.618 0.8007
1.618 0.7937
1.000 0.7894
0.618 0.7867
HIGH 0.7824
0.618 0.7797
0.500 0.7789
0.382 0.7781
LOW 0.7754
0.618 0.7711
1.000 0.7684
1.618 0.7641
2.618 0.7571
4.250 0.7457
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 0.7789 0.7794
PP 0.7786 0.7789
S1 0.7784 0.7785

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.