CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 0.7510 0.7493 -0.0017 -0.2% 0.7517
High 0.7526 0.7515 -0.0011 -0.1% 0.7557
Low 0.7495 0.7480 -0.0015 -0.2% 0.7495
Close 0.7512 0.7497 -0.0015 -0.2% 0.7512
Range 0.0031 0.0035 0.0004 12.9% 0.0062
ATR 0.0050 0.0049 -0.0001 -2.1% 0.0000
Volume 30 83 53 176.7% 149
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7602 0.7585 0.7516
R3 0.7567 0.7550 0.7507
R2 0.7532 0.7532 0.7503
R1 0.7515 0.7515 0.7500 0.7524
PP 0.7497 0.7497 0.7497 0.7502
S1 0.7480 0.7480 0.7494 0.7489
S2 0.7462 0.7462 0.7491
S3 0.7427 0.7445 0.7487
S4 0.7392 0.7410 0.7478
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7707 0.7672 0.7546
R3 0.7645 0.7610 0.7529
R2 0.7583 0.7583 0.7523
R1 0.7548 0.7548 0.7518 0.7535
PP 0.7521 0.7521 0.7521 0.7515
S1 0.7486 0.7486 0.7506 0.7472
S2 0.7459 0.7459 0.7501
S3 0.7397 0.7424 0.7495
S4 0.7335 0.7362 0.7478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7557 0.7480 0.0077 1.0% 0.0034 0.5% 22% False True 41
10 0.7662 0.7480 0.0182 2.4% 0.0043 0.6% 9% False True 50
20 0.7721 0.7480 0.0241 3.2% 0.0047 0.6% 7% False True 46
40 0.7783 0.7435 0.0348 4.6% 0.0044 0.6% 18% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7664
2.618 0.7607
1.618 0.7572
1.000 0.7550
0.618 0.7537
HIGH 0.7515
0.618 0.7502
0.500 0.7498
0.382 0.7493
LOW 0.7480
0.618 0.7458
1.000 0.7445
1.618 0.7423
2.618 0.7388
4.250 0.7331
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 0.7498 0.7519
PP 0.7497 0.7511
S1 0.7497 0.7504

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

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