CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 0.7636 0.7621 -0.0015 -0.2% 0.7601
High 0.7646 0.7662 0.0016 0.2% 0.7652
Low 0.7627 0.7597 -0.0030 -0.4% 0.7528
Close 0.7629 0.7662 0.0033 0.4% 0.7641
Range 0.0019 0.0065 0.0046 242.1% 0.0124
ATR 0.0055 0.0056 0.0001 1.3% 0.0000
Volume 71 25 -46 -64.8% 159
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7835 0.7814 0.7698
R3 0.7770 0.7749 0.7680
R2 0.7705 0.7705 0.7674
R1 0.7684 0.7684 0.7668 0.7695
PP 0.7640 0.7640 0.7640 0.7646
S1 0.7619 0.7619 0.7656 0.7630
S2 0.7575 0.7575 0.7650
S3 0.7510 0.7554 0.7644
S4 0.7445 0.7489 0.7626
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7979 0.7934 0.7709
R3 0.7855 0.7810 0.7675
R2 0.7731 0.7731 0.7664
R1 0.7686 0.7686 0.7652 0.7709
PP 0.7607 0.7607 0.7607 0.7618
S1 0.7562 0.7562 0.7630 0.7585
S2 0.7483 0.7483 0.7618
S3 0.7359 0.7438 0.7607
S4 0.7235 0.7314 0.7573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7662 0.7528 0.0134 1.7% 0.0059 0.8% 100% True False 41
10 0.7701 0.7528 0.0173 2.3% 0.0052 0.7% 77% False False 32
20 0.7783 0.7528 0.0255 3.3% 0.0051 0.7% 53% False False 33
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7938
2.618 0.7832
1.618 0.7767
1.000 0.7727
0.618 0.7702
HIGH 0.7662
0.618 0.7637
0.500 0.7630
0.382 0.7622
LOW 0.7597
0.618 0.7557
1.000 0.7532
1.618 0.7492
2.618 0.7427
4.250 0.7321
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 0.7651 0.7649
PP 0.7640 0.7635
S1 0.7630 0.7622

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

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