CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 0.8795 0.8811 0.0016 0.2% 0.8780
High 0.8797 0.8811 0.0014 0.2% 0.8825
Low 0.8795 0.8798 0.0003 0.0% 0.8740
Close 0.8797 0.8807 0.0010 0.1% 0.8817
Range 0.0002 0.0013 0.0011 550.0% 0.0085
ATR 0.0047 0.0045 -0.0002 -5.0% 0.0000
Volume 23 9 -14 -60.9% 109
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8844 0.8839 0.8814
R3 0.8831 0.8826 0.8811
R2 0.8818 0.8818 0.8809
R1 0.8813 0.8813 0.8808 0.8809
PP 0.8805 0.8805 0.8805 0.8804
S1 0.8800 0.8800 0.8806 0.8796
S2 0.8792 0.8792 0.8805
S3 0.8779 0.8787 0.8803
S4 0.8766 0.8774 0.8800
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9049 0.9018 0.8864
R3 0.8964 0.8933 0.8840
R2 0.8879 0.8879 0.8833
R1 0.8848 0.8848 0.8825 0.8864
PP 0.8794 0.8794 0.8794 0.8802
S1 0.8763 0.8763 0.8809 0.8779
S2 0.8709 0.8709 0.8801
S3 0.8624 0.8678 0.8794
S4 0.8539 0.8593 0.8770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8825 0.8750 0.0075 0.9% 0.0023 0.3% 76% False False 16
10 0.8825 0.8688 0.0137 1.6% 0.0032 0.4% 87% False False 34
20 0.8928 0.8688 0.0240 2.7% 0.0034 0.4% 50% False False 37
40 0.8987 0.8688 0.0299 3.4% 0.0036 0.4% 40% False False 37
60 0.9161 0.8688 0.0473 5.4% 0.0029 0.3% 25% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8866
2.618 0.8845
1.618 0.8832
1.000 0.8824
0.618 0.8819
HIGH 0.8811
0.618 0.8806
0.500 0.8805
0.382 0.8803
LOW 0.8798
0.618 0.8790
1.000 0.8785
1.618 0.8777
2.618 0.8764
4.250 0.8743
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 0.8806 0.8803
PP 0.8805 0.8798
S1 0.8805 0.8794

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

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