CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 0.7494 0.7460 -0.0034 -0.5% 0.7493
High 0.7494 0.7496 0.0002 0.0% 0.7548
Low 0.7494 0.7460 -0.0034 -0.5% 0.7480
Close 0.7494 0.7478 -0.0016 -0.2% 0.7494
Range 0.0000 0.0036 0.0036 0.0068
ATR 0.0044 0.0043 -0.0001 -1.3% 0.0000
Volume 0 16 16 144
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7586 0.7568 0.7498
R3 0.7550 0.7532 0.7488
R2 0.7514 0.7514 0.7485
R1 0.7496 0.7496 0.7481 0.7505
PP 0.7478 0.7478 0.7478 0.7483
S1 0.7460 0.7460 0.7475 0.7469
S2 0.7442 0.7442 0.7471
S3 0.7406 0.7424 0.7468
S4 0.7370 0.7388 0.7458
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7711 0.7671 0.7531
R3 0.7643 0.7603 0.7513
R2 0.7575 0.7575 0.7506
R1 0.7535 0.7535 0.7500 0.7555
PP 0.7507 0.7507 0.7507 0.7518
S1 0.7467 0.7467 0.7488 0.7487
S2 0.7439 0.7439 0.7482
S3 0.7371 0.7399 0.7475
S4 0.7303 0.7331 0.7457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7548 0.7460 0.0088 1.2% 0.0018 0.2% 20% False True 15
10 0.7557 0.7460 0.0097 1.3% 0.0026 0.3% 19% False True 28
20 0.7662 0.7460 0.0202 2.7% 0.0038 0.5% 9% False True 39
40 0.7783 0.7435 0.0348 4.7% 0.0042 0.6% 12% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7649
2.618 0.7590
1.618 0.7554
1.000 0.7532
0.618 0.7518
HIGH 0.7496
0.618 0.7482
0.500 0.7478
0.382 0.7474
LOW 0.7460
0.618 0.7438
1.000 0.7424
1.618 0.7402
2.618 0.7366
4.250 0.7307
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 0.7478 0.7504
PP 0.7478 0.7495
S1 0.7478 0.7487

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

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