CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 0.7455 0.7545 0.0090 1.2% 0.7550
High 0.7500 0.7559 0.0059 0.8% 0.7560
Low 0.7455 0.7536 0.0081 1.1% 0.7458
Close 0.7483 0.7536 0.0053 0.7% 0.7496
Range 0.0045 0.0023 -0.0022 -48.9% 0.0102
ATR 0.0042 0.0045 0.0002 5.6% 0.0000
Volume 16 14 -2 -12.5% 38
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7613 0.7597 0.7549
R3 0.7590 0.7574 0.7542
R2 0.7567 0.7567 0.7540
R1 0.7551 0.7551 0.7538 0.7548
PP 0.7544 0.7544 0.7544 0.7542
S1 0.7528 0.7528 0.7534 0.7524
S2 0.7521 0.7521 0.7532
S3 0.7498 0.7505 0.7530
S4 0.7475 0.7482 0.7523
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 0.7559 0.7435 0.0124 1.6% 0.0023 0.3% 81% True False 9
10 0.7680 0.7435 0.0245 3.3% 0.0038 0.5% 41% False False 8
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7657
2.618 0.7619
1.618 0.7596
1.000 0.7582
0.618 0.7573
HIGH 0.7559
0.618 0.7550
0.500 0.7548
0.382 0.7545
LOW 0.7536
0.618 0.7522
1.000 0.7513
1.618 0.7499
2.618 0.7476
4.250 0.7438
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 0.7548 0.7523
PP 0.7544 0.7510
S1 0.7540 0.7497

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

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