CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 0.7750 0.7700 -0.0050 -0.6% 0.7706
High 0.7750 0.7700 -0.0050 -0.6% 0.7783
Low 0.7720 0.7670 -0.0050 -0.6% 0.7641
Close 0.7738 0.7670 -0.0068 -0.9% 0.7738
Range 0.0030 0.0030 0.0000 0.0% 0.0142
ATR 0.0052 0.0053 0.0001 2.3% 0.0000
Volume 21 3 -18 -85.7% 157
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7770 0.7750 0.7687
R3 0.7740 0.7720 0.7678
R2 0.7710 0.7710 0.7676
R1 0.7690 0.7690 0.7673 0.7685
PP 0.7680 0.7680 0.7680 0.7678
S1 0.7660 0.7660 0.7667 0.7655
S2 0.7650 0.7650 0.7665
S3 0.7620 0.7630 0.7662
S4 0.7590 0.7600 0.7654
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8147 0.8084 0.7816
R3 0.8005 0.7942 0.7777
R2 0.7863 0.7863 0.7764
R1 0.7800 0.7800 0.7751 0.7832
PP 0.7721 0.7721 0.7721 0.7736
S1 0.7658 0.7658 0.7725 0.7690
S2 0.7579 0.7579 0.7712
S3 0.7437 0.7516 0.7699
S4 0.7295 0.7374 0.7660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7783 0.7641 0.0142 1.9% 0.0051 0.7% 20% False False 32
10 0.7783 0.7613 0.0170 2.2% 0.0049 0.6% 34% False False 20
20 0.7783 0.7435 0.0348 4.5% 0.0040 0.5% 68% False False 15
Crabel Price Patterns
NR False
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 0.0009
Fibonacci Retracements and Extensions
4.250 0.7828
2.618 0.7779
1.618 0.7749
1.000 0.7730
0.618 0.7719
HIGH 0.7700
0.618 0.7689
0.500 0.7685
0.382 0.7681
LOW 0.7670
0.618 0.7651
1.000 0.7640
1.618 0.7621
2.618 0.7591
4.250 0.7543
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 0.7685 0.7727
PP 0.7680 0.7708
S1 0.7675 0.7689

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

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