CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 0.7797 0.7842 0.0045 0.6% 0.7675
High 0.7853 0.7902 0.0049 0.6% 0.7743
Low 0.7789 0.7836 0.0047 0.6% 0.7607
Close 0.7834 0.7874 0.0040 0.5% 0.7737
Range 0.0064 0.0066 0.0002 3.1% 0.0136
ATR 0.0074 0.0074 0.0000 -0.6% 0.0000
Volume 69,407 77,405 7,998 11.5% 296,363
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8069 0.8037 0.7910
R3 0.8003 0.7971 0.7892
R2 0.7937 0.7937 0.7886
R1 0.7905 0.7905 0.7880 0.7921
PP 0.7871 0.7871 0.7871 0.7879
S1 0.7839 0.7839 0.7868 0.7855
S2 0.7805 0.7805 0.7862
S3 0.7739 0.7773 0.7856
S4 0.7673 0.7707 0.7838
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 0.7902 0.7607 0.0295 3.7% 0.0081 1.0% 91% True False 70,864
10 0.7902 0.7607 0.0295 3.7% 0.0072 0.9% 91% True False 71,546
20 0.7902 0.7582 0.0320 4.1% 0.0069 0.9% 91% True False 66,458
40 0.8025 0.7582 0.0443 5.6% 0.0072 0.9% 66% False False 70,287
60 0.8025 0.7461 0.0564 7.2% 0.0078 1.0% 73% False False 68,234
80 0.8025 0.7191 0.0834 10.6% 0.0078 1.0% 82% False False 55,259
100 0.8025 0.6819 0.1206 15.3% 0.0080 1.0% 87% False False 44,279
120 0.8025 0.6819 0.1206 15.3% 0.0074 0.9% 87% False False 36,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8183
2.618 0.8075
1.618 0.8009
1.000 0.7968
0.618 0.7943
HIGH 0.7902
0.618 0.7877
0.500 0.7869
0.382 0.7861
LOW 0.7836
0.618 0.7795
1.000 0.7770
1.618 0.7729
2.618 0.7663
4.250 0.7556
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 0.7872 0.7850
PP 0.7871 0.7826
S1 0.7869 0.7803

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

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