CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 0.8811 0.8775 -0.0036 -0.4% 0.8780
High 0.8811 0.8784 -0.0027 -0.3% 0.8825
Low 0.8798 0.8758 -0.0040 -0.5% 0.8740
Close 0.8807 0.8775 -0.0032 -0.4% 0.8817
Range 0.0013 0.0026 0.0013 100.0% 0.0085
ATR 0.0045 0.0045 0.0000 0.7% 0.0000
Volume 9 21 12 133.3% 109
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8850 0.8839 0.8789
R3 0.8824 0.8813 0.8782
R2 0.8798 0.8798 0.8780
R1 0.8787 0.8787 0.8777 0.8788
PP 0.8772 0.8772 0.8772 0.8773
S1 0.8761 0.8761 0.8773 0.8762
S2 0.8746 0.8746 0.8770
S3 0.8720 0.8735 0.8768
S4 0.8694 0.8709 0.8761
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% 0.0024 0.3% 33% False False 19
10 0.8825 0.8688 0.0137 1.6% 0.0030 0.3% 64% False False 28
20 0.8928 0.8688 0.0240 2.7% 0.0031 0.4% 36% False False 37
40 0.8966 0.8688 0.0278 3.2% 0.0036 0.4% 31% False False 37
60 0.9161 0.8688 0.0473 5.4% 0.0029 0.3% 18% False False 30
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8895
2.618 0.8852
1.618 0.8826
1.000 0.8810
0.618 0.8800
HIGH 0.8784
0.618 0.8774
0.500 0.8771
0.382 0.8768
LOW 0.8758
0.618 0.8742
1.000 0.8732
1.618 0.8716
2.618 0.8690
4.250 0.8648
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 0.8774 0.8785
PP 0.8772 0.8781
S1 0.8771 0.8778

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

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