CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 0.8806 0.8825 0.0019 0.2% 0.8795
High 0.8806 0.8876 0.0070 0.8% 0.8876
Low 0.8802 0.8825 0.0023 0.3% 0.8758
Close 0.8802 0.8852 0.0050 0.6% 0.8852
Range 0.0004 0.0051 0.0047 1,175.0% 0.0118
ATR 0.0044 0.0046 0.0002 4.9% 0.0000
Volume 77 11 -66 -85.7% 141
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9004 0.8979 0.8880
R3 0.8953 0.8928 0.8866
R2 0.8902 0.8902 0.8861
R1 0.8877 0.8877 0.8857 0.8890
PP 0.8851 0.8851 0.8851 0.8857
S1 0.8826 0.8826 0.8847 0.8839
S2 0.8800 0.8800 0.8843
S3 0.8749 0.8775 0.8838
S4 0.8698 0.8724 0.8824
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9183 0.9135 0.8917
R3 0.9065 0.9017 0.8884
R2 0.8947 0.8947 0.8874
R1 0.8899 0.8899 0.8863 0.8923
PP 0.8829 0.8829 0.8829 0.8841
S1 0.8781 0.8781 0.8841 0.8805
S2 0.8711 0.8711 0.8830
S3 0.8593 0.8663 0.8820
S4 0.8475 0.8545 0.8787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8876 0.8758 0.0118 1.3% 0.0019 0.2% 80% True False 28
10 0.8876 0.8740 0.0136 1.5% 0.0024 0.3% 82% True False 25
20 0.8928 0.8688 0.0240 2.7% 0.0032 0.4% 68% False False 36
40 0.8966 0.8688 0.0278 3.1% 0.0037 0.4% 59% False False 39
60 0.9148 0.8688 0.0460 5.2% 0.0029 0.3% 36% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9093
2.618 0.9010
1.618 0.8959
1.000 0.8927
0.618 0.8908
HIGH 0.8876
0.618 0.8857
0.500 0.8851
0.382 0.8844
LOW 0.8825
0.618 0.8793
1.000 0.8774
1.618 0.8742
2.618 0.8691
4.250 0.8608
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 0.8852 0.8840
PP 0.8851 0.8829
S1 0.8851 0.8817

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

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