CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 0.7615 0.7679 0.0064 0.8% 0.7724
High 0.7683 0.7745 0.0062 0.8% 0.7790
Low 0.7614 0.7670 0.0056 0.7% 0.7597
Close 0.7673 0.7699 0.0026 0.3% 0.7612
Range 0.0069 0.0075 0.0006 8.7% 0.0193
ATR 0.0073 0.0073 0.0000 0.2% 0.0000
Volume 80,745 72,429 -8,316 -10.3% 316,578
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 0.7930 0.7889 0.7740
R3 0.7855 0.7814 0.7720
R2 0.7780 0.7780 0.7713
R1 0.7739 0.7739 0.7706 0.7760
PP 0.7705 0.7705 0.7705 0.7715
S1 0.7664 0.7664 0.7692 0.7685
S2 0.7630 0.7630 0.7685
S3 0.7555 0.7589 0.7678
S4 0.7480 0.7514 0.7658
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 0.7745 0.7582 0.0163 2.1% 0.0060 0.8% 72% True False 63,874
10 0.7790 0.7582 0.0208 2.7% 0.0067 0.9% 56% False False 63,600
20 0.8025 0.7582 0.0443 5.8% 0.0071 0.9% 26% False False 70,048
40 0.8025 0.7565 0.0460 6.0% 0.0076 1.0% 29% False False 69,776
60 0.8025 0.7424 0.0601 7.8% 0.0080 1.0% 46% False False 64,063
80 0.8025 0.7096 0.0929 12.1% 0.0080 1.0% 65% False False 48,269
100 0.8025 0.6819 0.1206 15.7% 0.0079 1.0% 73% False False 38,682
120 0.8025 0.6819 0.1206 15.7% 0.0072 0.9% 73% False False 32,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8064
2.618 0.7941
1.618 0.7866
1.000 0.7820
0.618 0.7791
HIGH 0.7745
0.618 0.7716
0.500 0.7708
0.382 0.7699
LOW 0.7670
0.618 0.7624
1.000 0.7595
1.618 0.7549
2.618 0.7474
4.250 0.7351
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 0.7708 0.7687
PP 0.7705 0.7675
S1 0.7702 0.7664

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.