CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 0.7510 0.7491 -0.0019 -0.3% 0.7517
High 0.7516 0.7510 -0.0006 -0.1% 0.7557
Low 0.7507 0.7490 -0.0017 -0.2% 0.7495
Close 0.7507 0.7497 -0.0010 -0.1% 0.7512
Range 0.0009 0.0020 0.0011 122.2% 0.0062
ATR 0.0046 0.0045 -0.0002 -4.1% 0.0000
Volume 28 21 -7 -25.0% 149
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7559 0.7548 0.7508
R3 0.7539 0.7528 0.7503
R2 0.7519 0.7519 0.7501
R1 0.7508 0.7508 0.7499 0.7514
PP 0.7499 0.7499 0.7499 0.7502
S1 0.7488 0.7488 0.7495 0.7494
S2 0.7479 0.7479 0.7493
S3 0.7459 0.7468 0.7492
S4 0.7439 0.7448 0.7486
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% 0.0029 0.4% 22% False False 32
10 0.7603 0.7480 0.0123 1.6% 0.0033 0.4% 14% False False 37
20 0.7662 0.7480 0.0182 2.4% 0.0041 0.5% 9% False False 39
40 0.7783 0.7435 0.0348 4.6% 0.0042 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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7595
2.618 0.7562
1.618 0.7542
1.000 0.7530
0.618 0.7522
HIGH 0.7510
0.618 0.7502
0.500 0.7500
0.382 0.7498
LOW 0.7490
0.618 0.7478
1.000 0.7470
1.618 0.7458
2.618 0.7438
4.250 0.7405
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 0.7500 0.7498
PP 0.7499 0.7498
S1 0.7498 0.7497

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

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