CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 0.7491 0.7507 0.0016 0.2% 0.7550
High 0.7507 0.7507 0.0000 0.0% 0.7560
Low 0.7458 0.7491 0.0033 0.4% 0.7458
Close 0.7500 0.7496 -0.0004 -0.1% 0.7496
Range 0.0049 0.0016 -0.0033 -67.3% 0.0102
ATR
Volume 2 3 1 50.0% 38
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7546 0.7537 0.7505
R3 0.7530 0.7521 0.7500
R2 0.7514 0.7514 0.7499
R1 0.7505 0.7505 0.7497 0.7502
PP 0.7498 0.7498 0.7498 0.7496
S1 0.7489 0.7489 0.7495 0.7485
S2 0.7482 0.7482 0.7493
S3 0.7466 0.7473 0.7492
S4 0.7450 0.7457 0.7487
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7811 0.7755 0.7552
R3 0.7709 0.7653 0.7524
R2 0.7607 0.7607 0.7515
R1 0.7551 0.7551 0.7505 0.7528
PP 0.7505 0.7505 0.7505 0.7493
S1 0.7449 0.7449 0.7487 0.7426
S2 0.7403 0.7403 0.7477
S3 0.7301 0.7347 0.7468
S4 0.7199 0.7245 0.7440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7560 0.7458 0.0102 1.4% 0.0034 0.4% 37% False False 7
10 0.7680 0.7458 0.0222 3.0% 0.0038 0.5% 17% False False 4
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7575
2.618 0.7549
1.618 0.7533
1.000 0.7523
0.618 0.7517
HIGH 0.7507
0.618 0.7501
0.500 0.7499
0.382 0.7497
LOW 0.7491
0.618 0.7481
1.000 0.7475
1.618 0.7465
2.618 0.7449
4.250 0.7423
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 0.7499 0.7500
PP 0.7498 0.7499
S1 0.7497 0.7497

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

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