CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 0.7601 0.7541 -0.0060 -0.8% 0.7700
High 0.7607 0.7543 -0.0064 -0.8% 0.7721
Low 0.7591 0.7529 -0.0062 -0.8% 0.7573
Close 0.7591 0.7529 -0.0062 -0.8% 0.7578
Range 0.0016 0.0014 -0.0002 -12.5% 0.0148
ATR 0.0054 0.0054 0.0001 1.1% 0.0000
Volume 12 37 25 208.3% 210
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7576 0.7566 0.7537
R3 0.7562 0.7552 0.7533
R2 0.7548 0.7548 0.7532
R1 0.7538 0.7538 0.7530 0.7536
PP 0.7534 0.7534 0.7534 0.7533
S1 0.7524 0.7524 0.7528 0.7522
S2 0.7520 0.7520 0.7526
S3 0.7506 0.7510 0.7525
S4 0.7492 0.7496 0.7521
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8068 0.7971 0.7659
R3 0.7920 0.7823 0.7619
R2 0.7772 0.7772 0.7605
R1 0.7675 0.7675 0.7592 0.7650
PP 0.7624 0.7624 0.7624 0.7611
S1 0.7527 0.7527 0.7564 0.7502
S2 0.7476 0.7476 0.7551
S3 0.7328 0.7379 0.7537
S4 0.7180 0.7231 0.7497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7701 0.7529 0.0172 2.3% 0.0046 0.6% 0% False True 22
10 0.7783 0.7529 0.0254 3.4% 0.0047 0.6% 0% False True 37
20 0.7783 0.7455 0.0328 4.4% 0.0045 0.6% 23% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7602
2.618 0.7580
1.618 0.7566
1.000 0.7557
0.618 0.7552
HIGH 0.7543
0.618 0.7538
0.500 0.7536
0.382 0.7534
LOW 0.7529
0.618 0.7520
1.000 0.7515
1.618 0.7506
2.618 0.7492
4.250 0.7470
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 0.7536 0.7590
PP 0.7534 0.7569
S1 0.7531 0.7549

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

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