CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 0.7854 0.7902 0.0048 0.6% 0.7723
High 0.7923 0.7903 -0.0020 -0.3% 0.7941
Low 0.7838 0.7863 0.0025 0.3% 0.7698
Close 0.7884 0.7884 0.0000 0.0% 0.7884
Range 0.0085 0.0040 -0.0045 -52.9% 0.0243
ATR 0.0087 0.0084 -0.0003 -3.9% 0.0000
Volume 82,082 54,285 -27,797 -33.9% 396,005
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8003 0.7984 0.7906
R3 0.7963 0.7944 0.7895
R2 0.7923 0.7923 0.7891
R1 0.7904 0.7904 0.7888 0.7894
PP 0.7883 0.7883 0.7883 0.7878
S1 0.7864 0.7864 0.7880 0.7854
S2 0.7843 0.7843 0.7877
S3 0.7803 0.7824 0.7873
S4 0.7763 0.7784 0.7862
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8570 0.8470 0.8018
R3 0.8327 0.8227 0.7951
R2 0.8084 0.8084 0.7929
R1 0.7984 0.7984 0.7906 0.8034
PP 0.7841 0.7841 0.7841 0.7866
S1 0.7741 0.7741 0.7862 0.7791
S2 0.7598 0.7598 0.7839
S3 0.7355 0.7498 0.7817
S4 0.7112 0.7255 0.7750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7941 0.7816 0.0125 1.6% 0.0078 1.0% 54% False False 73,914
10 0.7941 0.7698 0.0243 3.1% 0.0081 1.0% 77% False False 73,681
20 0.7941 0.7565 0.0376 4.8% 0.0086 1.1% 85% False False 71,178
40 0.7941 0.7366 0.0575 7.3% 0.0084 1.1% 90% False False 56,381
60 0.7941 0.7091 0.0850 10.8% 0.0083 1.1% 93% False False 37,777
80 0.7941 0.6819 0.1122 14.2% 0.0080 1.0% 95% False False 28,412
100 0.7941 0.6819 0.1122 14.2% 0.0071 0.9% 95% False False 22,749
120 0.7941 0.6819 0.1122 14.2% 0.0064 0.8% 95% False False 18,965
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.8073
2.618 0.8008
1.618 0.7968
1.000 0.7943
0.618 0.7928
HIGH 0.7903
0.618 0.7888
0.500 0.7883
0.382 0.7878
LOW 0.7863
0.618 0.7838
1.000 0.7823
1.618 0.7798
2.618 0.7758
4.250 0.7693
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 0.7884 0.7883
PP 0.7883 0.7882
S1 0.7883 0.7881

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

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