CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 0.7500 0.7491 -0.0009 -0.1% 0.7537
High 0.7542 0.7507 -0.0035 -0.5% 0.7680
Low 0.7491 0.7458 -0.0033 -0.4% 0.7537
Close 0.7491 0.7500 0.0009 0.1% 0.7587
Range 0.0051 0.0049 -0.0002 -3.9% 0.0143
ATR
Volume 4 2 -2 -50.0% 10
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7635 0.7617 0.7527
R3 0.7586 0.7568 0.7513
R2 0.7537 0.7537 0.7509
R1 0.7519 0.7519 0.7504 0.7528
PP 0.7488 0.7488 0.7488 0.7493
S1 0.7470 0.7470 0.7496 0.7479
S2 0.7439 0.7439 0.7491
S3 0.7390 0.7421 0.7487
S4 0.7341 0.7372 0.7473
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8030 0.7952 0.7666
R3 0.7887 0.7809 0.7626
R2 0.7744 0.7744 0.7613
R1 0.7666 0.7666 0.7600 0.7705
PP 0.7601 0.7601 0.7601 0.7621
S1 0.7523 0.7523 0.7574 0.7562
S2 0.7458 0.7458 0.7561
S3 0.7315 0.7380 0.7548
S4 0.7172 0.7237 0.7508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7680 0.7458 0.0222 3.0% 0.0054 0.7% 19% False True 8
10 0.7680 0.7458 0.0222 3.0% 0.0036 0.5% 19% False True 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7635
1.618 0.7586
1.000 0.7556
0.618 0.7537
HIGH 0.7507
0.618 0.7488
0.500 0.7483
0.382 0.7477
LOW 0.7458
0.618 0.7428
1.000 0.7409
1.618 0.7379
2.618 0.7330
4.250 0.7250
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 0.7494 0.7509
PP 0.7488 0.7506
S1 0.7483 0.7503

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

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