CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 0.7507 0.7484 -0.0023 -0.3% 0.7550
High 0.7507 0.7484 -0.0023 -0.3% 0.7560
Low 0.7491 0.7462 -0.0029 -0.4% 0.7458
Close 0.7496 0.7462 -0.0034 -0.5% 0.7496
Range 0.0016 0.0022 0.0006 37.5% 0.0102
ATR 0.0000 0.0042 0.0042 0.0000
Volume 3 13 10 333.3% 38
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7535 0.7521 0.7474
R3 0.7513 0.7499 0.7468
R2 0.7491 0.7491 0.7466
R1 0.7477 0.7477 0.7464 0.7473
PP 0.7469 0.7469 0.7469 0.7468
S1 0.7455 0.7455 0.7460 0.7451
S2 0.7447 0.7447 0.7458
S3 0.7425 0.7433 0.7456
S4 0.7403 0.7411 0.7450
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% 0.0035 0.5% 4% False False 8
10 0.7680 0.7458 0.0222 3.0% 0.0039 0.5% 2% False False 6
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7578
2.618 0.7542
1.618 0.7520
1.000 0.7506
0.618 0.7498
HIGH 0.7484
0.618 0.7476
0.500 0.7473
0.382 0.7470
LOW 0.7462
0.618 0.7448
1.000 0.7440
1.618 0.7426
2.618 0.7404
4.250 0.7369
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 0.7473 0.7483
PP 0.7469 0.7476
S1 0.7466 0.7469

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

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