CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 0.8825 0.8829 0.0004 0.0% 0.8795
High 0.8876 0.8829 -0.0047 -0.5% 0.8876
Low 0.8825 0.8800 -0.0025 -0.3% 0.8758
Close 0.8852 0.8806 -0.0046 -0.5% 0.8852
Range 0.0051 0.0029 -0.0022 -43.1% 0.0118
ATR 0.0046 0.0046 0.0000 0.9% 0.0000
Volume 11 256 245 2,227.3% 141
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8899 0.8881 0.8822
R3 0.8870 0.8852 0.8814
R2 0.8841 0.8841 0.8811
R1 0.8823 0.8823 0.8809 0.8818
PP 0.8812 0.8812 0.8812 0.8809
S1 0.8794 0.8794 0.8803 0.8789
S2 0.8783 0.8783 0.8801
S3 0.8754 0.8765 0.8798
S4 0.8725 0.8736 0.8790
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% 0.0025 0.3% 41% False False 74
10 0.8876 0.8750 0.0126 1.4% 0.0023 0.3% 44% False False 46
20 0.8928 0.8688 0.0240 2.7% 0.0033 0.4% 49% False False 48
40 0.8966 0.8688 0.0278 3.2% 0.0037 0.4% 42% False False 44
60 0.9129 0.8688 0.0441 5.0% 0.0030 0.3% 27% False False 35
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8952
2.618 0.8905
1.618 0.8876
1.000 0.8858
0.618 0.8847
HIGH 0.8829
0.618 0.8818
0.500 0.8815
0.382 0.8811
LOW 0.8800
0.618 0.8782
1.000 0.8771
1.618 0.8753
2.618 0.8724
4.250 0.8677
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 0.8815 0.8838
PP 0.8812 0.8827
S1 0.8809 0.8817

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

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