CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 0.8843 0.8784 -0.0059 -0.7% 0.8836
High 0.8843 0.8784 -0.0059 -0.7% 0.8928
Low 0.8800 0.8748 -0.0052 -0.6% 0.8800
Close 0.8818 0.8748 -0.0070 -0.8% 0.8818
Range 0.0043 0.0036 -0.0007 -16.3% 0.0128
ATR 0.0045 0.0046 0.0002 4.1% 0.0000
Volume 21 75 54 257.1% 129
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8868 0.8844 0.8768
R3 0.8832 0.8808 0.8758
R2 0.8796 0.8796 0.8755
R1 0.8772 0.8772 0.8751 0.8766
PP 0.8760 0.8760 0.8760 0.8757
S1 0.8736 0.8736 0.8745 0.8730
S2 0.8724 0.8724 0.8741
S3 0.8688 0.8700 0.8738
S4 0.8652 0.8664 0.8728
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9233 0.9153 0.8888
R3 0.9105 0.9025 0.8853
R2 0.8977 0.8977 0.8841
R1 0.8897 0.8897 0.8830 0.8873
PP 0.8849 0.8849 0.8849 0.8837
S1 0.8769 0.8769 0.8806 0.8745
S2 0.8721 0.8721 0.8795
S3 0.8593 0.8641 0.8783
S4 0.8465 0.8513 0.8748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8928 0.8748 0.0180 2.1% 0.0036 0.4% 0% False True 36
10 0.8928 0.8748 0.0180 2.1% 0.0036 0.4% 0% False True 45
20 0.8961 0.8748 0.0213 2.4% 0.0038 0.4% 0% False True 41
40 0.9120 0.8748 0.0372 4.3% 0.0032 0.4% 0% False True 32
60 0.9161 0.8748 0.0413 4.7% 0.0023 0.3% 0% False True 24
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8937
2.618 0.8878
1.618 0.8842
1.000 0.8820
0.618 0.8806
HIGH 0.8784
0.618 0.8770
0.500 0.8766
0.382 0.8762
LOW 0.8748
0.618 0.8726
1.000 0.8712
1.618 0.8690
2.618 0.8654
4.250 0.8595
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 0.8766 0.8820
PP 0.8760 0.8796
S1 0.8754 0.8772

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

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