CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 0.8828 0.8810 -0.0018 -0.2% 0.8829
High 0.8863 0.8810 -0.0053 -0.6% 0.8863
Low 0.8828 0.8702 -0.0126 -1.4% 0.8702
Close 0.8863 0.8702 -0.0161 -1.8% 0.8702
Range 0.0035 0.0108 0.0073 208.6% 0.0161
ATR 0.0046 0.0054 0.0008 17.9% 0.0000
Volume 24 20 -4 -16.7% 321
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9062 0.8990 0.8761
R3 0.8954 0.8882 0.8732
R2 0.8846 0.8846 0.8722
R1 0.8774 0.8774 0.8712 0.8756
PP 0.8738 0.8738 0.8738 0.8729
S1 0.8666 0.8666 0.8692 0.8648
S2 0.8630 0.8630 0.8682
S3 0.8522 0.8558 0.8672
S4 0.8414 0.8450 0.8643
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9239 0.9131 0.8791
R3 0.9078 0.8970 0.8746
R2 0.8917 0.8917 0.8732
R1 0.8809 0.8809 0.8717 0.8783
PP 0.8756 0.8756 0.8756 0.8742
S1 0.8648 0.8648 0.8687 0.8622
S2 0.8595 0.8595 0.8672
S3 0.8434 0.8487 0.8658
S4 0.8273 0.8326 0.8613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8876 0.8702 0.0174 2.0% 0.0053 0.6% 0% False True 66
10 0.8876 0.8702 0.0174 2.0% 0.0037 0.4% 0% False True 47
20 0.8876 0.8688 0.0188 2.2% 0.0038 0.4% 7% False False 47
40 0.8961 0.8688 0.0273 3.1% 0.0039 0.5% 5% False False 45
60 0.9127 0.8688 0.0439 5.0% 0.0033 0.4% 3% False False 36
80 0.9161 0.8688 0.0473 5.4% 0.0026 0.3% 3% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 83 trading days
Fibonacci Retracements and Extensions
4.250 0.9269
2.618 0.9093
1.618 0.8985
1.000 0.8918
0.618 0.8877
HIGH 0.8810
0.618 0.8769
0.500 0.8756
0.382 0.8743
LOW 0.8702
0.618 0.8635
1.000 0.8594
1.618 0.8527
2.618 0.8419
4.250 0.8243
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 0.8756 0.8783
PP 0.8738 0.8756
S1 0.8720 0.8729

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

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