CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 0.7590 0.7636 0.0046 0.6% 0.7601
High 0.7652 0.7646 -0.0006 -0.1% 0.7652
Low 0.7582 0.7627 0.0045 0.6% 0.7528
Close 0.7641 0.7629 -0.0012 -0.2% 0.7641
Range 0.0070 0.0019 -0.0051 -72.9% 0.0124
ATR 0.0058 0.0055 -0.0003 -4.8% 0.0000
Volume 48 71 23 47.9% 159
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7691 0.7679 0.7639
R3 0.7672 0.7660 0.7634
R2 0.7653 0.7653 0.7632
R1 0.7641 0.7641 0.7631 0.7638
PP 0.7634 0.7634 0.7634 0.7632
S1 0.7622 0.7622 0.7627 0.7619
S2 0.7615 0.7615 0.7626
S3 0.7596 0.7603 0.7624
S4 0.7577 0.7584 0.7619
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% 81% False False 43
10 0.7721 0.7528 0.0193 2.5% 0.0052 0.7% 52% False False 43
20 0.7783 0.7528 0.0255 3.3% 0.0050 0.7% 40% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7727
2.618 0.7696
1.618 0.7677
1.000 0.7665
0.618 0.7658
HIGH 0.7646
0.618 0.7639
0.500 0.7637
0.382 0.7634
LOW 0.7627
0.618 0.7615
1.000 0.7608
1.618 0.7596
2.618 0.7577
4.250 0.7546
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 0.7637 0.7621
PP 0.7634 0.7613
S1 0.7632 0.7605

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

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