CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 0.8775 0.8806 0.0031 0.4% 0.8780
High 0.8784 0.8806 0.0022 0.3% 0.8825
Low 0.8758 0.8802 0.0044 0.5% 0.8740
Close 0.8775 0.8802 0.0027 0.3% 0.8817
Range 0.0026 0.0004 -0.0022 -84.6% 0.0085
ATR 0.0045 0.0044 -0.0001 -2.2% 0.0000
Volume 21 77 56 266.7% 109
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8815 0.8813 0.8804
R3 0.8811 0.8809 0.8803
R2 0.8807 0.8807 0.8803
R1 0.8805 0.8805 0.8802 0.8804
PP 0.8803 0.8803 0.8803 0.8803
S1 0.8801 0.8801 0.8802 0.8800
S2 0.8799 0.8799 0.8801
S3 0.8795 0.8797 0.8801
S4 0.8791 0.8793 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 0.8758 0.0067 0.8% 0.0021 0.2% 66% False False 28
10 0.8825 0.8688 0.0137 1.6% 0.0028 0.3% 83% False False 28
20 0.8928 0.8688 0.0240 2.7% 0.0030 0.3% 48% False False 39
40 0.8966 0.8688 0.0278 3.2% 0.0036 0.4% 41% False False 38
60 0.9152 0.8688 0.0464 5.3% 0.0029 0.3% 25% False False 31
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8823
2.618 0.8816
1.618 0.8812
1.000 0.8810
0.618 0.8808
HIGH 0.8806
0.618 0.8804
0.500 0.8804
0.382 0.8804
LOW 0.8802
0.618 0.8800
1.000 0.8798
1.618 0.8796
2.618 0.8792
4.250 0.8785
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 0.8804 0.8796
PP 0.8803 0.8790
S1 0.8803 0.8785

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

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