CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 0.7615 0.7659 0.0044 0.6% 0.7484
High 0.7639 0.7665 0.0026 0.3% 0.7586
Low 0.7615 0.7613 -0.0002 0.0% 0.7435
Close 0.7639 0.7659 0.0020 0.3% 0.7575
Range 0.0024 0.0052 0.0028 116.7% 0.0151
ATR 0.0047 0.0047 0.0000 0.8% 0.0000
Volume 32 0 -32 -100.0% 46
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7802 0.7782 0.7688
R3 0.7750 0.7730 0.7673
R2 0.7698 0.7698 0.7669
R1 0.7678 0.7678 0.7664 0.7685
PP 0.7646 0.7646 0.7646 0.7649
S1 0.7626 0.7626 0.7654 0.7633
S2 0.7594 0.7594 0.7649
S3 0.7542 0.7574 0.7645
S4 0.7490 0.7522 0.7630
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7985 0.7931 0.7658
R3 0.7834 0.7780 0.7617
R2 0.7683 0.7683 0.7603
R1 0.7629 0.7629 0.7589 0.7656
PP 0.7532 0.7532 0.7532 0.7546
S1 0.7478 0.7478 0.7561 0.7505
S2 0.7381 0.7381 0.7547
S3 0.7230 0.7327 0.7533
S4 0.7079 0.7176 0.7492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7455 0.0210 2.7% 0.0036 0.5% 97% True False 13
10 0.7665 0.7435 0.0230 3.0% 0.0033 0.4% 97% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7886
2.618 0.7801
1.618 0.7749
1.000 0.7717
0.618 0.7697
HIGH 0.7665
0.618 0.7645
0.500 0.7639
0.382 0.7633
LOW 0.7613
0.618 0.7581
1.000 0.7561
1.618 0.7529
2.618 0.7477
4.250 0.7392
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 0.7652 0.7642
PP 0.7646 0.7625
S1 0.7639 0.7608

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

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