CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 0.7550 0.7615 0.0065 0.9% 0.7484
High 0.7586 0.7639 0.0053 0.7% 0.7586
Low 0.7550 0.7615 0.0065 0.9% 0.7435
Close 0.7575 0.7639 0.0064 0.8% 0.7575
Range 0.0036 0.0024 -0.0012 -33.3% 0.0151
ATR 0.0045 0.0047 0.0001 3.0% 0.0000
Volume 3 32 29 966.7% 46
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7703 0.7695 0.7652
R3 0.7679 0.7671 0.7646
R2 0.7655 0.7655 0.7643
R1 0.7647 0.7647 0.7641 0.7651
PP 0.7631 0.7631 0.7631 0.7633
S1 0.7623 0.7623 0.7637 0.7627
S2 0.7607 0.7607 0.7635
S3 0.7583 0.7599 0.7632
S4 0.7559 0.7575 0.7626
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7985 0.7931 0.7658
R3 0.7834 0.7780 0.7617
R2 0.7683 0.7683 0.7603
R1 0.7629 0.7629 0.7589 0.7656
PP 0.7532 0.7532 0.7532 0.7546
S1 0.7478 0.7478 0.7561 0.7505
S2 0.7381 0.7381 0.7547
S3 0.7230 0.7327 0.7533
S4 0.7079 0.7176 0.7492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7639 0.7435 0.0204 2.7% 0.0027 0.4% 100% True False 13
10 0.7639 0.7435 0.0204 2.7% 0.0031 0.4% 100% True False 10
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7741
2.618 0.7702
1.618 0.7678
1.000 0.7663
0.618 0.7654
HIGH 0.7639
0.618 0.7630
0.500 0.7627
0.382 0.7624
LOW 0.7615
0.618 0.7600
1.000 0.7591
1.618 0.7576
2.618 0.7552
4.250 0.7513
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 0.7635 0.7622
PP 0.7631 0.7605
S1 0.7627 0.7588

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

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