CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 0.7715 0.7706 -0.0009 -0.1% 0.7615
High 0.7737 0.7737 0.0000 0.0% 0.7737
Low 0.7699 0.7683 -0.0016 -0.2% 0.7613
Close 0.7718 0.7706 -0.0012 -0.2% 0.7718
Range 0.0038 0.0054 0.0016 42.1% 0.0124
ATR 0.0047 0.0048 0.0000 1.0% 0.0000
Volume 27 0 -27 -100.0% 74
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7871 0.7842 0.7736
R3 0.7817 0.7788 0.7721
R2 0.7763 0.7763 0.7716
R1 0.7734 0.7734 0.7711 0.7733
PP 0.7709 0.7709 0.7709 0.7708
S1 0.7680 0.7680 0.7701 0.7679
S2 0.7655 0.7655 0.7696
S3 0.7601 0.7626 0.7691
S4 0.7547 0.7572 0.7676
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8061 0.8014 0.7786
R3 0.7937 0.7890 0.7752
R2 0.7813 0.7813 0.7741
R1 0.7766 0.7766 0.7729 0.7790
PP 0.7689 0.7689 0.7689 0.7701
S1 0.7642 0.7642 0.7707 0.7666
S2 0.7565 0.7565 0.7695
S3 0.7441 0.7518 0.7684
S4 0.7317 0.7394 0.7650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7737 0.7613 0.0124 1.6% 0.0047 0.6% 75% True False 8
10 0.7737 0.7435 0.0302 3.9% 0.0037 0.5% 90% True False 10
20 0.7737 0.7435 0.0302 3.9% 0.0038 0.5% 90% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7967
2.618 0.7878
1.618 0.7824
1.000 0.7791
0.618 0.7770
HIGH 0.7737
0.618 0.7716
0.500 0.7710
0.382 0.7704
LOW 0.7683
0.618 0.7650
1.000 0.7629
1.618 0.7596
2.618 0.7542
4.250 0.7453
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 0.7710 0.7701
PP 0.7709 0.7697
S1 0.7707 0.7692

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

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