CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 0.7842 0.7880 0.0038 0.5% 0.7675
High 0.7902 0.7892 -0.0010 -0.1% 0.7743
Low 0.7836 0.7833 -0.0003 0.0% 0.7607
Close 0.7874 0.7868 -0.0006 -0.1% 0.7737
Range 0.0066 0.0059 -0.0007 -10.6% 0.0136
ATR 0.0074 0.0073 -0.0001 -1.4% 0.0000
Volume 77,405 98,261 20,856 26.9% 296,363
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.8041 0.8014 0.7900
R3 0.7982 0.7955 0.7884
R2 0.7923 0.7923 0.7879
R1 0.7896 0.7896 0.7873 0.7880
PP 0.7864 0.7864 0.7864 0.7857
S1 0.7837 0.7837 0.7863 0.7821
S2 0.7805 0.7805 0.7857
S3 0.7746 0.7778 0.7852
S4 0.7687 0.7719 0.7836
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 0.7629 0.0273 3.5% 0.0082 1.0% 88% False False 78,833
10 0.7902 0.7607 0.0295 3.7% 0.0071 0.9% 88% False False 73,298
20 0.7902 0.7582 0.0320 4.1% 0.0069 0.9% 89% False False 68,172
40 0.8025 0.7582 0.0443 5.6% 0.0073 0.9% 65% False False 70,633
60 0.8025 0.7461 0.0564 7.2% 0.0078 1.0% 72% False False 68,938
80 0.8025 0.7201 0.0824 10.5% 0.0077 1.0% 81% False False 56,477
100 0.8025 0.6819 0.1206 15.3% 0.0080 1.0% 87% False False 45,258
120 0.8025 0.6819 0.1206 15.3% 0.0075 0.9% 87% False False 37,749
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8143
2.618 0.8046
1.618 0.7987
1.000 0.7951
0.618 0.7928
HIGH 0.7892
0.618 0.7869
0.500 0.7863
0.382 0.7856
LOW 0.7833
0.618 0.7797
1.000 0.7774
1.618 0.7738
2.618 0.7679
4.250 0.7582
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 0.7866 0.7861
PP 0.7864 0.7853
S1 0.7863 0.7846

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

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