CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 0.7648 0.7683 0.0035 0.5% 0.7615
High 0.7709 0.7735 0.0026 0.3% 0.7737
Low 0.7641 0.7672 0.0031 0.4% 0.7613
Close 0.7683 0.7725 0.0042 0.5% 0.7718
Range 0.0068 0.0063 -0.0005 -7.4% 0.0124
ATR 0.0049 0.0050 0.0001 2.0% 0.0000
Volume 38 68 30 78.9% 74
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7900 0.7875 0.7760
R3 0.7837 0.7812 0.7742
R2 0.7774 0.7774 0.7737
R1 0.7749 0.7749 0.7731 0.7761
PP 0.7711 0.7711 0.7711 0.7717
S1 0.7686 0.7686 0.7719 0.7699
S2 0.7648 0.7648 0.7713
S3 0.7585 0.7623 0.7708
S4 0.7522 0.7560 0.7690
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 0.7641 0.0096 1.2% 0.0053 0.7% 87% False False 29
10 0.7737 0.7536 0.0201 2.6% 0.0045 0.6% 94% False False 19
20 0.7737 0.7435 0.0302 3.9% 0.0044 0.6% 96% False False 13
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8003
2.618 0.7900
1.618 0.7837
1.000 0.7798
0.618 0.7774
HIGH 0.7735
0.618 0.7711
0.500 0.7704
0.382 0.7696
LOW 0.7672
0.618 0.7633
1.000 0.7609
1.618 0.7570
2.618 0.7507
4.250 0.7404
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 0.7718 0.7713
PP 0.7711 0.7701
S1 0.7704 0.7689

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

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