CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 0.7533 0.7523 -0.0010 -0.1% 0.7636
High 0.7550 0.7557 0.0007 0.1% 0.7662
Low 0.7527 0.7506 -0.0021 -0.3% 0.7509
Close 0.7527 0.7523 -0.0004 -0.1% 0.7515
Range 0.0023 0.0051 0.0028 121.7% 0.0153
ATR 0.0051 0.0051 0.0000 0.0% 0.0000
Volume 3 0 -3 -100.0% 340
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7682 0.7653 0.7551
R3 0.7631 0.7602 0.7537
R2 0.7580 0.7580 0.7532
R1 0.7551 0.7551 0.7528 0.7549
PP 0.7529 0.7529 0.7529 0.7527
S1 0.7500 0.7500 0.7518 0.7497
S2 0.7478 0.7478 0.7514
S3 0.7427 0.7449 0.7509
S4 0.7376 0.7398 0.7495
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 0.7594 0.7506 0.0088 1.2% 0.0043 0.6% 19% False True 33
10 0.7662 0.7506 0.0156 2.1% 0.0045 0.6% 11% False True 50
20 0.7750 0.7506 0.0244 3.2% 0.0047 0.6% 7% False True 42
40 0.7783 0.7435 0.0348 4.6% 0.0045 0.6% 25% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7774
2.618 0.7691
1.618 0.7640
1.000 0.7608
0.618 0.7589
HIGH 0.7557
0.618 0.7538
0.500 0.7532
0.382 0.7525
LOW 0.7506
0.618 0.7474
1.000 0.7455
1.618 0.7423
2.618 0.7372
4.250 0.7289
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 0.7532 0.7532
PP 0.7529 0.7529
S1 0.7526 0.7526

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

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