CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 0.8767 0.8792 0.0025 0.3% 0.8784
High 0.8772 0.8812 0.0040 0.5% 0.8784
Low 0.8767 0.8792 0.0025 0.3% 0.8688
Close 0.8772 0.8798 0.0026 0.3% 0.8778
Range 0.0005 0.0020 0.0015 300.0% 0.0096
ATR 0.0047 0.0047 -0.0001 -1.1% 0.0000
Volume 17 4 -13 -76.5% 359
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8861 0.8849 0.8809
R3 0.8841 0.8829 0.8804
R2 0.8821 0.8821 0.8802
R1 0.8809 0.8809 0.8800 0.8815
PP 0.8801 0.8801 0.8801 0.8804
S1 0.8789 0.8789 0.8796 0.8795
S2 0.8781 0.8781 0.8794
S3 0.8761 0.8769 0.8793
S4 0.8741 0.8749 0.8787
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 0.8812 0.8688 0.0124 1.4% 0.0035 0.4% 89% True False 37
10 0.8892 0.8688 0.0204 2.3% 0.0038 0.4% 54% False False 49
20 0.8928 0.8688 0.0240 2.7% 0.0037 0.4% 46% False False 51
40 0.9120 0.8688 0.0432 4.9% 0.0035 0.4% 25% False False 36
60 0.9161 0.8688 0.0473 5.4% 0.0027 0.3% 23% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8897
2.618 0.8864
1.618 0.8844
1.000 0.8832
0.618 0.8824
HIGH 0.8812
0.618 0.8804
0.500 0.8802
0.382 0.8800
LOW 0.8792
0.618 0.8780
1.000 0.8772
1.618 0.8760
2.618 0.8740
4.250 0.8707
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 0.8802 0.8791
PP 0.8801 0.8783
S1 0.8799 0.8776

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

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