CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 0.7533 0.7594 0.0061 0.8% 0.7700
High 0.7630 0.7598 -0.0032 -0.4% 0.7721
Low 0.7528 0.7557 0.0029 0.4% 0.7573
Close 0.7560 0.7594 0.0034 0.4% 0.7578
Range 0.0102 0.0041 -0.0061 -59.8% 0.0148
ATR 0.0058 0.0057 -0.0001 -2.1% 0.0000
Volume 41 21 -20 -48.8% 210
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7706 0.7691 0.7617
R3 0.7665 0.7650 0.7605
R2 0.7624 0.7624 0.7602
R1 0.7609 0.7609 0.7598 0.7615
PP 0.7583 0.7583 0.7583 0.7586
S1 0.7568 0.7568 0.7590 0.7574
S2 0.7542 0.7542 0.7586
S3 0.7501 0.7527 0.7583
S4 0.7460 0.7486 0.7571
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 0.7650 0.7528 0.0122 1.6% 0.0050 0.7% 54% False False 25
10 0.7750 0.7528 0.0222 2.9% 0.0049 0.6% 30% False False 34
20 0.7783 0.7528 0.0255 3.4% 0.0049 0.6% 26% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7772
2.618 0.7705
1.618 0.7664
1.000 0.7639
0.618 0.7623
HIGH 0.7598
0.618 0.7582
0.500 0.7578
0.382 0.7573
LOW 0.7557
0.618 0.7532
1.000 0.7516
1.618 0.7491
2.618 0.7450
4.250 0.7383
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 0.7589 0.7589
PP 0.7583 0.7584
S1 0.7578 0.7579

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

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