CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 0.7625 0.7637 0.0012 0.2% 0.7700
High 0.7625 0.7650 0.0025 0.3% 0.7721
Low 0.7600 0.7573 -0.0027 -0.4% 0.7573
Close 0.7625 0.7578 -0.0047 -0.6% 0.7578
Range 0.0025 0.0077 0.0052 208.0% 0.0148
ATR 0.0054 0.0056 0.0002 3.0% 0.0000
Volume 0 17 17 210
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7831 0.7782 0.7620
R3 0.7754 0.7705 0.7599
R2 0.7677 0.7677 0.7592
R1 0.7628 0.7628 0.7585 0.7614
PP 0.7600 0.7600 0.7600 0.7594
S1 0.7551 0.7551 0.7571 0.7537
S2 0.7523 0.7523 0.7564
S3 0.7446 0.7474 0.7557
S4 0.7369 0.7397 0.7536
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8068 0.7971 0.7659
R3 0.7920 0.7823 0.7619
R2 0.7772 0.7772 0.7605
R1 0.7675 0.7675 0.7592 0.7650
PP 0.7624 0.7624 0.7624 0.7611
S1 0.7527 0.7527 0.7564 0.7502
S2 0.7476 0.7476 0.7551
S3 0.7328 0.7379 0.7537
S4 0.7180 0.7231 0.7497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7721 0.7573 0.0148 2.0% 0.0058 0.8% 3% False True 42
10 0.7783 0.7573 0.0210 2.8% 0.0057 0.7% 2% False True 36
20 0.7783 0.7435 0.0348 4.6% 0.0045 0.6% 41% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7977
2.618 0.7852
1.618 0.7775
1.000 0.7727
0.618 0.7698
HIGH 0.7650
0.618 0.7621
0.500 0.7612
0.382 0.7602
LOW 0.7573
0.618 0.7525
1.000 0.7496
1.618 0.7448
2.618 0.7371
4.250 0.7246
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 0.7612 0.7637
PP 0.7600 0.7617
S1 0.7589 0.7598

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

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