CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 0.7700 0.7650 -0.0050 -0.6% 0.7484
High 0.7700 0.7688 -0.0012 -0.2% 0.7586
Low 0.7650 0.7647 -0.0003 0.0% 0.7435
Close 0.7650 0.7682 0.0032 0.4% 0.7575
Range 0.0050 0.0041 -0.0009 -18.0% 0.0151
ATR 0.0047 0.0047 0.0000 -0.9% 0.0000
Volume 1 14 13 1,300.0% 46
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7795 0.7780 0.7705
R3 0.7754 0.7739 0.7693
R2 0.7713 0.7713 0.7690
R1 0.7698 0.7698 0.7686 0.7705
PP 0.7672 0.7672 0.7672 0.7676
S1 0.7657 0.7657 0.7678 0.7665
S2 0.7631 0.7631 0.7674
S3 0.7590 0.7616 0.7671
S4 0.7549 0.7575 0.7659
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 0.7700 0.7550 0.0150 2.0% 0.0041 0.5% 88% False False 10
10 0.7700 0.7435 0.0265 3.4% 0.0032 0.4% 93% False False 9
20 0.7700 0.7435 0.0265 3.4% 0.0034 0.4% 93% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7862
2.618 0.7795
1.618 0.7754
1.000 0.7729
0.618 0.7713
HIGH 0.7688
0.618 0.7672
0.500 0.7668
0.382 0.7663
LOW 0.7647
0.618 0.7622
1.000 0.7606
1.618 0.7581
2.618 0.7540
4.250 0.7473
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 0.7677 0.7674
PP 0.7672 0.7665
S1 0.7668 0.7657

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

View Archives - Comment on this page... - Back to Index of Symbols