CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 0.7650 0.7715 0.0065 0.8% 0.7615
High 0.7688 0.7737 0.0049 0.6% 0.7737
Low 0.7647 0.7699 0.0052 0.7% 0.7613
Close 0.7682 0.7718 0.0036 0.5% 0.7718
Range 0.0041 0.0038 -0.0003 -7.3% 0.0124
ATR 0.0047 0.0047 0.0001 1.3% 0.0000
Volume 14 27 13 92.9% 74
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7832 0.7813 0.7739
R3 0.7794 0.7775 0.7728
R2 0.7756 0.7756 0.7725
R1 0.7737 0.7737 0.7721 0.7747
PP 0.7718 0.7718 0.7718 0.7723
S1 0.7699 0.7699 0.7715 0.7709
S2 0.7680 0.7680 0.7711
S3 0.7642 0.7661 0.7708
S4 0.7604 0.7623 0.7697
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8061 0.8014 0.7786
R3 0.7937 0.7890 0.7752
R2 0.7813 0.7813 0.7741
R1 0.7766 0.7766 0.7729 0.7790
PP 0.7689 0.7689 0.7689 0.7701
S1 0.7642 0.7642 0.7707 0.7666
S2 0.7565 0.7565 0.7695
S3 0.7441 0.7518 0.7684
S4 0.7317 0.7394 0.7650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7737 0.7613 0.0124 1.6% 0.0041 0.5% 85% True False 14
10 0.7737 0.7435 0.0302 3.9% 0.0034 0.4% 94% True False 12
20 0.7737 0.7435 0.0302 3.9% 0.0036 0.5% 94% True False 8
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7899
2.618 0.7836
1.618 0.7798
1.000 0.7775
0.618 0.7760
HIGH 0.7737
0.618 0.7722
0.500 0.7718
0.382 0.7714
LOW 0.7699
0.618 0.7676
1.000 0.7661
1.618 0.7638
2.618 0.7600
4.250 0.7538
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 0.7718 0.7709
PP 0.7718 0.7701
S1 0.7718 0.7692

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

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