CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 0.7969 0.7972 0.0003 0.0% 0.7902
High 0.8004 0.7992 -0.0012 -0.1% 0.8004
Low 0.7944 0.7960 0.0016 0.2% 0.7863
Close 0.7974 0.7969 -0.0005 -0.1% 0.7974
Range 0.0060 0.0032 -0.0028 -46.7% 0.0141
ATR 0.0079 0.0076 -0.0003 -4.2% 0.0000
Volume 85,772 55,305 -30,467 -35.5% 334,710
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 0.8070 0.8051 0.7987
R3 0.8038 0.8019 0.7978
R2 0.8006 0.8006 0.7975
R1 0.7987 0.7987 0.7972 0.7981
PP 0.7974 0.7974 0.7974 0.7970
S1 0.7955 0.7955 0.7966 0.7949
S2 0.7942 0.7942 0.7963
S3 0.7910 0.7923 0.7960
S4 0.7878 0.7891 0.7951
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.8370 0.8313 0.8052
R3 0.8229 0.8172 0.8013
R2 0.8088 0.8088 0.8000
R1 0.8031 0.8031 0.7987 0.8060
PP 0.7947 0.7947 0.7947 0.7961
S1 0.7890 0.7890 0.7961 0.7919
S2 0.7806 0.7806 0.7948
S3 0.7665 0.7749 0.7935
S4 0.7524 0.7608 0.7896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8004 0.7876 0.0128 1.6% 0.0057 0.7% 73% False False 67,146
10 0.8004 0.7816 0.0188 2.4% 0.0068 0.8% 81% False False 70,530
20 0.8004 0.7565 0.0439 5.5% 0.0077 1.0% 92% False False 70,331
40 0.8004 0.7438 0.0566 7.1% 0.0083 1.0% 94% False False 64,478
60 0.8004 0.7139 0.0865 10.9% 0.0080 1.0% 96% False False 43,344
80 0.8004 0.6819 0.1185 14.9% 0.0080 1.0% 97% False False 32,601
100 0.8004 0.6819 0.1185 14.9% 0.0072 0.9% 97% False False 26,103
120 0.8004 0.6819 0.1185 14.9% 0.0065 0.8% 97% False False 21,760
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8128
2.618 0.8076
1.618 0.8044
1.000 0.8024
0.618 0.8012
HIGH 0.7992
0.618 0.7980
0.500 0.7976
0.382 0.7972
LOW 0.7960
0.618 0.7940
1.000 0.7928
1.618 0.7908
2.618 0.7876
4.250 0.7824
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 0.7976 0.7969
PP 0.7974 0.7968
S1 0.7971 0.7968

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

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