CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 0.7760 0.7750 -0.0010 -0.1% 0.7706
High 0.7783 0.7750 -0.0033 -0.4% 0.7783
Low 0.7720 0.7720 0.0000 0.0% 0.7641
Close 0.7778 0.7738 -0.0040 -0.5% 0.7738
Range 0.0063 0.0030 -0.0033 -52.4% 0.0142
ATR 0.0051 0.0052 0.0000 1.0% 0.0000
Volume 30 21 -9 -30.0% 157
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7826 0.7812 0.7755
R3 0.7796 0.7782 0.7746
R2 0.7766 0.7766 0.7744
R1 0.7752 0.7752 0.7741 0.7744
PP 0.7736 0.7736 0.7736 0.7732
S1 0.7722 0.7722 0.7735 0.7714
S2 0.7706 0.7706 0.7733
S3 0.7676 0.7692 0.7730
S4 0.7646 0.7662 0.7722
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8147 0.8084 0.7816
R3 0.8005 0.7942 0.7777
R2 0.7863 0.7863 0.7764
R1 0.7800 0.7800 0.7751 0.7832
PP 0.7721 0.7721 0.7721 0.7736
S1 0.7658 0.7658 0.7725 0.7690
S2 0.7579 0.7579 0.7712
S3 0.7437 0.7516 0.7699
S4 0.7295 0.7374 0.7660
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7783 0.7641 0.0142 1.8% 0.0056 0.7% 68% False False 31
10 0.7783 0.7613 0.0170 2.2% 0.0048 0.6% 74% False False 23
20 0.7783 0.7435 0.0348 4.5% 0.0039 0.5% 87% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7878
2.618 0.7829
1.618 0.7799
1.000 0.7780
0.618 0.7769
HIGH 0.7750
0.618 0.7739
0.500 0.7735
0.382 0.7731
LOW 0.7720
0.618 0.7701
1.000 0.7690
1.618 0.7671
2.618 0.7641
4.250 0.7593
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 0.7737 0.7735
PP 0.7736 0.7731
S1 0.7735 0.7728

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

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