CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 0.7783 0.7723 -0.0060 -0.8% 0.7698
High 0.7815 0.7829 0.0014 0.2% 0.7848
Low 0.7750 0.7698 -0.0052 -0.7% 0.7684
Close 0.7789 0.7808 0.0019 0.2% 0.7789
Range 0.0065 0.0131 0.0066 101.5% 0.0164
ATR 0.0083 0.0086 0.0003 4.1% 0.0000
Volume 56,445 80,717 24,272 43.0% 346,837
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8171 0.8121 0.7880
R3 0.8040 0.7990 0.7844
R2 0.7909 0.7909 0.7832
R1 0.7859 0.7859 0.7820 0.7884
PP 0.7778 0.7778 0.7778 0.7791
S1 0.7728 0.7728 0.7796 0.7753
S2 0.7647 0.7647 0.7784
S3 0.7516 0.7597 0.7772
S4 0.7385 0.7466 0.7736
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8266 0.8191 0.7879
R3 0.8102 0.8027 0.7834
R2 0.7938 0.7938 0.7819
R1 0.7863 0.7863 0.7804 0.7901
PP 0.7774 0.7774 0.7774 0.7792
S1 0.7699 0.7699 0.7774 0.7737
S2 0.7610 0.7610 0.7759
S3 0.7446 0.7535 0.7744
S4 0.7282 0.7371 0.7699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7848 0.7698 0.0150 1.9% 0.0085 1.1% 73% False True 73,447
10 0.7848 0.7565 0.0283 3.6% 0.0087 1.1% 86% False False 70,131
20 0.7848 0.7521 0.0327 4.2% 0.0084 1.1% 88% False False 64,782
40 0.7848 0.7218 0.0630 8.1% 0.0083 1.1% 94% False False 47,259
60 0.7848 0.6988 0.0860 11.0% 0.0084 1.1% 95% False False 31,649
80 0.7848 0.6819 0.1029 13.2% 0.0077 1.0% 96% False False 23,797
100 0.7848 0.6819 0.1029 13.2% 0.0068 0.9% 96% False False 19,056
120 0.7848 0.6819 0.1029 13.2% 0.0063 0.8% 96% False False 15,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8386
2.618 0.8172
1.618 0.8041
1.000 0.7960
0.618 0.7910
HIGH 0.7829
0.618 0.7779
0.500 0.7764
0.382 0.7748
LOW 0.7698
0.618 0.7617
1.000 0.7567
1.618 0.7486
2.618 0.7355
4.250 0.7141
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 0.7793 0.7793
PP 0.7778 0.7778
S1 0.7764 0.7764

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

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