CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 0.7601 0.7557 -0.0044 -0.6% 0.7636
High 0.7603 0.7594 -0.0009 -0.1% 0.7662
Low 0.7583 0.7509 -0.0074 -1.0% 0.7509
Close 0.7591 0.7515 -0.0076 -1.0% 0.7515
Range 0.0020 0.0085 0.0065 325.0% 0.0153
ATR 0.0055 0.0057 0.0002 3.9% 0.0000
Volume 48 50 2 4.2% 340
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7794 0.7740 0.7562
R3 0.7709 0.7655 0.7538
R2 0.7624 0.7624 0.7531
R1 0.7570 0.7570 0.7523 0.7555
PP 0.7539 0.7539 0.7539 0.7532
S1 0.7485 0.7485 0.7507 0.7470
S2 0.7454 0.7454 0.7499
S3 0.7369 0.7400 0.7492
S4 0.7284 0.7315 0.7468
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8021 0.7921 0.7599
R3 0.7868 0.7768 0.7557
R2 0.7715 0.7715 0.7543
R1 0.7615 0.7615 0.7529 0.7589
PP 0.7562 0.7562 0.7562 0.7549
S1 0.7462 0.7462 0.7501 0.7436
S2 0.7409 0.7409 0.7487
S3 0.7256 0.7309 0.7473
S4 0.7103 0.7156 0.7431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7662 0.7509 0.0153 2.0% 0.0050 0.7% 4% False True 68
10 0.7662 0.7509 0.0153 2.0% 0.0049 0.7% 4% False True 49
20 0.7783 0.7509 0.0274 3.6% 0.0053 0.7% 2% False True 43
40 0.7783 0.7435 0.0348 4.6% 0.0044 0.6% 23% False False 25
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 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7955
2.618 0.7817
1.618 0.7732
1.000 0.7679
0.618 0.7647
HIGH 0.7594
0.618 0.7562
0.500 0.7552
0.382 0.7541
LOW 0.7509
0.618 0.7456
1.000 0.7424
1.618 0.7371
2.618 0.7286
4.250 0.7148
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 0.7552 0.7573
PP 0.7539 0.7554
S1 0.7527 0.7534

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

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