CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 0.7632 0.7653 0.0021 0.3% 0.7590
High 0.7668 0.7663 -0.0005 -0.1% 0.7657
Low 0.7593 0.7577 -0.0016 -0.2% 0.7527
Close 0.7665 0.7593 -0.0072 -0.9% 0.7645
Range 0.0075 0.0086 0.0011 14.7% 0.0130
ATR 0.0068 0.0069 0.0001 2.1% 0.0000
Volume 54,975 52,120 -2,855 -5.2% 295,710
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7869 0.7817 0.7640
R3 0.7783 0.7731 0.7617
R2 0.7697 0.7697 0.7609
R1 0.7645 0.7645 0.7601 0.7628
PP 0.7611 0.7611 0.7611 0.7603
S1 0.7559 0.7559 0.7585 0.7542
S2 0.7525 0.7525 0.7577
S3 0.7439 0.7473 0.7569
S4 0.7353 0.7387 0.7546
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8000 0.7952 0.7717
R3 0.7870 0.7822 0.7681
R2 0.7740 0.7740 0.7669
R1 0.7692 0.7692 0.7657 0.7716
PP 0.7610 0.7610 0.7610 0.7622
S1 0.7562 0.7562 0.7633 0.7586
S2 0.7480 0.7480 0.7621
S3 0.7350 0.7432 0.7609
S4 0.7220 0.7302 0.7574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7668 0.7551 0.0117 1.5% 0.0066 0.9% 36% False False 54,191
10 0.7668 0.7527 0.0141 1.9% 0.0068 0.9% 47% False False 57,140
20 0.7791 0.7527 0.0264 3.5% 0.0070 0.9% 25% False False 56,239
40 0.7791 0.7428 0.0363 4.8% 0.0065 0.9% 45% False False 58,464
60 0.7791 0.7428 0.0363 4.8% 0.0069 0.9% 45% False False 40,978
80 0.7842 0.7428 0.0414 5.5% 0.0067 0.9% 40% False False 30,835
100 0.8216 0.7428 0.0788 10.4% 0.0065 0.9% 21% False False 24,708
120 0.8269 0.7428 0.0841 11.1% 0.0063 0.8% 20% False False 20,619
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8029
2.618 0.7888
1.618 0.7802
1.000 0.7749
0.618 0.7716
HIGH 0.7663
0.618 0.7630
0.500 0.7620
0.382 0.7610
LOW 0.7577
0.618 0.7524
1.000 0.7491
1.618 0.7438
2.618 0.7352
4.250 0.7212
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 0.7620 0.7623
PP 0.7611 0.7613
S1 0.7602 0.7603

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

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