CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 0.8707 0.8688 -0.0019 -0.2% 0.8784
High 0.8709 0.8781 0.0072 0.8% 0.8784
Low 0.8692 0.8688 -0.0004 0.0% 0.8688
Close 0.8705 0.8778 0.0073 0.8% 0.8778
Range 0.0017 0.0093 0.0076 447.1% 0.0096
ATR 0.0046 0.0049 0.0003 7.3% 0.0000
Volume 76 47 -29 -38.2% 359
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9028 0.8996 0.8829
R3 0.8935 0.8903 0.8804
R2 0.8842 0.8842 0.8795
R1 0.8810 0.8810 0.8787 0.8826
PP 0.8749 0.8749 0.8749 0.8757
S1 0.8717 0.8717 0.8769 0.8733
S2 0.8656 0.8656 0.8761
S3 0.8563 0.8624 0.8752
S4 0.8470 0.8531 0.8727
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9038 0.9004 0.8831
R3 0.8942 0.8908 0.8804
R2 0.8846 0.8846 0.8796
R1 0.8812 0.8812 0.8787 0.8781
PP 0.8750 0.8750 0.8750 0.8735
S1 0.8716 0.8716 0.8769 0.8685
S2 0.8654 0.8654 0.8760
S3 0.8558 0.8620 0.8752
S4 0.8462 0.8524 0.8725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8784 0.8688 0.0096 1.1% 0.0050 0.6% 94% False True 71
10 0.8928 0.8688 0.0240 2.7% 0.0041 0.5% 38% False True 48
20 0.8928 0.8688 0.0240 2.7% 0.0040 0.5% 38% False True 50
40 0.9120 0.8688 0.0432 4.9% 0.0035 0.4% 21% False True 35
60 0.9161 0.8688 0.0473 5.4% 0.0026 0.3% 19% False True 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 0.9176
2.618 0.9024
1.618 0.8931
1.000 0.8874
0.618 0.8838
HIGH 0.8781
0.618 0.8745
0.500 0.8735
0.382 0.8724
LOW 0.8688
0.618 0.8631
1.000 0.8595
1.618 0.8538
2.618 0.8445
4.250 0.8293
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 0.8764 0.8764
PP 0.8749 0.8749
S1 0.8735 0.8735

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

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