CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 0.7594 0.7590 -0.0004 -0.1% 0.7601
High 0.7598 0.7652 0.0054 0.7% 0.7652
Low 0.7557 0.7582 0.0025 0.3% 0.7528
Close 0.7594 0.7641 0.0047 0.6% 0.7641
Range 0.0041 0.0070 0.0029 70.7% 0.0124
ATR 0.0057 0.0058 0.0001 1.7% 0.0000
Volume 21 48 27 128.6% 159
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7835 0.7808 0.7680
R3 0.7765 0.7738 0.7660
R2 0.7695 0.7695 0.7654
R1 0.7668 0.7668 0.7647 0.7682
PP 0.7625 0.7625 0.7625 0.7632
S1 0.7598 0.7598 0.7635 0.7612
S2 0.7555 0.7555 0.7628
S3 0.7485 0.7528 0.7622
S4 0.7415 0.7458 0.7603
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7979 0.7934 0.7709
R3 0.7855 0.7810 0.7675
R2 0.7731 0.7731 0.7664
R1 0.7686 0.7686 0.7652 0.7709
PP 0.7607 0.7607 0.7607 0.7618
S1 0.7562 0.7562 0.7630 0.7585
S2 0.7483 0.7483 0.7618
S3 0.7359 0.7438 0.7607
S4 0.7235 0.7314 0.7573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7652 0.7528 0.0124 1.6% 0.0049 0.6% 91% True False 31
10 0.7721 0.7528 0.0193 2.5% 0.0053 0.7% 59% False False 36
20 0.7783 0.7528 0.0255 3.3% 0.0051 0.7% 44% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7950
2.618 0.7835
1.618 0.7765
1.000 0.7722
0.618 0.7695
HIGH 0.7652
0.618 0.7625
0.500 0.7617
0.382 0.7609
LOW 0.7582
0.618 0.7539
1.000 0.7512
1.618 0.7469
2.618 0.7399
4.250 0.7285
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 0.7633 0.7624
PP 0.7625 0.7607
S1 0.7617 0.7590

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

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