CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 0.7646 0.7634 -0.0012 -0.2% 0.7675
High 0.7659 0.7743 0.0084 1.1% 0.7743
Low 0.7607 0.7629 0.0022 0.3% 0.7607
Close 0.7626 0.7737 0.0111 1.5% 0.7737
Range 0.0052 0.0114 0.0062 119.2% 0.0136
ATR 0.0069 0.0073 0.0003 4.9% 0.0000
Volume 58,416 81,790 23,374 40.0% 296,363
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8045 0.8005 0.7800
R3 0.7931 0.7891 0.7768
R2 0.7817 0.7817 0.7758
R1 0.7777 0.7777 0.7747 0.7797
PP 0.7703 0.7703 0.7703 0.7713
S1 0.7663 0.7663 0.7727 0.7683
S2 0.7589 0.7589 0.7716
S3 0.7475 0.7549 0.7706
S4 0.7361 0.7435 0.7674
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8104 0.8056 0.7812
R3 0.7968 0.7920 0.7774
R2 0.7832 0.7832 0.7762
R1 0.7784 0.7784 0.7749 0.7808
PP 0.7696 0.7696 0.7696 0.7708
S1 0.7648 0.7648 0.7725 0.7672
S2 0.7560 0.7560 0.7712
S3 0.7424 0.7512 0.7700
S4 0.7288 0.7376 0.7662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7743 0.7607 0.0136 1.8% 0.0068 0.9% 96% True False 69,634
10 0.7745 0.7582 0.0163 2.1% 0.0064 0.8% 95% False False 66,754
20 0.7830 0.7582 0.0248 3.2% 0.0066 0.9% 63% False False 66,326
40 0.8025 0.7582 0.0443 5.7% 0.0074 1.0% 35% False False 70,513
60 0.8025 0.7461 0.0564 7.3% 0.0078 1.0% 49% False False 68,173
80 0.8025 0.7139 0.0886 11.5% 0.0078 1.0% 67% False False 52,600
100 0.8025 0.6819 0.1206 15.6% 0.0079 1.0% 76% False False 42,149
120 0.8025 0.6819 0.1206 15.6% 0.0073 0.9% 76% False False 35,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8228
2.618 0.8041
1.618 0.7927
1.000 0.7857
0.618 0.7813
HIGH 0.7743
0.618 0.7699
0.500 0.7686
0.382 0.7673
LOW 0.7629
0.618 0.7559
1.000 0.7515
1.618 0.7445
2.618 0.7331
4.250 0.7145
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 0.7720 0.7716
PP 0.7703 0.7696
S1 0.7686 0.7675

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

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