CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 0.7660 0.7697 0.0037 0.5% 0.7706
High 0.7721 0.7701 -0.0020 -0.3% 0.7783
Low 0.7660 0.7605 -0.0055 -0.7% 0.7641
Close 0.7692 0.7614 -0.0078 -1.0% 0.7738
Range 0.0061 0.0096 0.0035 57.4% 0.0142
ATR 0.0053 0.0056 0.0003 5.7% 0.0000
Volume 142 48 -94 -66.2% 157
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7928 0.7867 0.7667
R3 0.7832 0.7771 0.7640
R2 0.7736 0.7736 0.7632
R1 0.7675 0.7675 0.7623 0.7658
PP 0.7640 0.7640 0.7640 0.7631
S1 0.7579 0.7579 0.7605 0.7562
S2 0.7544 0.7544 0.7596
S3 0.7448 0.7483 0.7588
S4 0.7352 0.7387 0.7561
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 0.7605 0.0178 2.3% 0.0056 0.7% 5% False True 48
10 0.7783 0.7605 0.0178 2.3% 0.0054 0.7% 5% False True 39
20 0.7783 0.7435 0.0348 4.6% 0.0043 0.6% 51% False False 23
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 0.0009
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8109
2.618 0.7952
1.618 0.7856
1.000 0.7797
0.618 0.7760
HIGH 0.7701
0.618 0.7664
0.500 0.7653
0.382 0.7642
LOW 0.7605
0.618 0.7546
1.000 0.7509
1.618 0.7450
2.618 0.7354
4.250 0.7197
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 0.7653 0.7663
PP 0.7640 0.7647
S1 0.7627 0.7630

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

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