CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 0.7606 0.7615 0.0009 0.1% 0.7724
High 0.7642 0.7683 0.0041 0.5% 0.7790
Low 0.7582 0.7614 0.0032 0.4% 0.7597
Close 0.7609 0.7673 0.0064 0.8% 0.7612
Range 0.0060 0.0069 0.0009 15.0% 0.0193
ATR 0.0072 0.0073 0.0000 0.1% 0.0000
Volume 63,783 80,745 16,962 26.6% 316,578
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 0.7864 0.7837 0.7711
R3 0.7795 0.7768 0.7692
R2 0.7726 0.7726 0.7686
R1 0.7699 0.7699 0.7679 0.7713
PP 0.7657 0.7657 0.7657 0.7663
S1 0.7630 0.7630 0.7667 0.7644
S2 0.7588 0.7588 0.7660
S3 0.7519 0.7561 0.7654
S4 0.7450 0.7492 0.7635
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.8245 0.8122 0.7718
R3 0.8052 0.7929 0.7665
R2 0.7859 0.7859 0.7647
R1 0.7736 0.7736 0.7630 0.7701
PP 0.7666 0.7666 0.7666 0.7649
S1 0.7543 0.7543 0.7594 0.7508
S2 0.7473 0.7473 0.7577
S3 0.7280 0.7350 0.7559
S4 0.7087 0.7157 0.7506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7686 0.7582 0.0104 1.4% 0.0062 0.8% 88% False False 65,939
10 0.7830 0.7582 0.0248 3.2% 0.0066 0.9% 37% False False 63,047
20 0.8025 0.7582 0.0443 5.8% 0.0070 0.9% 21% False False 69,578
40 0.8025 0.7565 0.0460 6.0% 0.0077 1.0% 23% False False 70,137
60 0.8025 0.7409 0.0616 8.0% 0.0079 1.0% 43% False False 62,883
80 0.8025 0.7096 0.0929 12.1% 0.0080 1.0% 62% False False 47,365
100 0.8025 0.6819 0.1206 15.7% 0.0078 1.0% 71% False False 37,960
120 0.8025 0.6819 0.1206 15.7% 0.0072 0.9% 71% False False 31,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7976
2.618 0.7864
1.618 0.7795
1.000 0.7752
0.618 0.7726
HIGH 0.7683
0.618 0.7657
0.500 0.7649
0.382 0.7640
LOW 0.7614
0.618 0.7571
1.000 0.7545
1.618 0.7502
2.618 0.7433
4.250 0.7321
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 0.7665 0.7660
PP 0.7657 0.7646
S1 0.7649 0.7633

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

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