CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 0.7700 0.7660 -0.0040 -0.5% 0.7706
High 0.7700 0.7721 0.0021 0.3% 0.7783
Low 0.7670 0.7660 -0.0010 -0.1% 0.7641
Close 0.7670 0.7692 0.0022 0.3% 0.7738
Range 0.0030 0.0061 0.0031 103.3% 0.0142
ATR 0.0053 0.0053 0.0001 1.1% 0.0000
Volume 3 142 139 4,633.3% 157
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7874 0.7844 0.7726
R3 0.7813 0.7783 0.7709
R2 0.7752 0.7752 0.7703
R1 0.7722 0.7722 0.7698 0.7737
PP 0.7691 0.7691 0.7691 0.7699
S1 0.7661 0.7661 0.7686 0.7676
S2 0.7630 0.7630 0.7681
S3 0.7569 0.7600 0.7675
S4 0.7508 0.7539 0.7658
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 0.7660 0.0123 1.6% 0.0049 0.6% 26% False True 52
10 0.7783 0.7641 0.0142 1.8% 0.0050 0.6% 36% False False 34
20 0.7783 0.7435 0.0348 4.5% 0.0041 0.5% 74% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7881
1.618 0.7820
1.000 0.7782
0.618 0.7759
HIGH 0.7721
0.618 0.7698
0.500 0.7691
0.382 0.7683
LOW 0.7660
0.618 0.7622
1.000 0.7599
1.618 0.7561
2.618 0.7500
4.250 0.7401
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 0.7692 0.7705
PP 0.7691 0.7701
S1 0.7691 0.7696

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.