CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 0.7521 0.7528 0.0007 0.1% 0.7460
High 0.7524 0.7528 0.0004 0.1% 0.7528
Low 0.7517 0.7486 -0.0031 -0.4% 0.7460
Close 0.7522 0.7486 -0.0036 -0.5% 0.7486
Range 0.0007 0.0042 0.0035 500.0% 0.0068
ATR 0.0041 0.0041 0.0000 0.2% 0.0000
Volume 41 9 -32 -78.0% 79
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7626 0.7598 0.7509
R3 0.7584 0.7556 0.7498
R2 0.7542 0.7542 0.7494
R1 0.7514 0.7514 0.7490 0.7507
PP 0.7500 0.7500 0.7500 0.7497
S1 0.7472 0.7472 0.7482 0.7465
S2 0.7458 0.7458 0.7478
S3 0.7416 0.7430 0.7474
S4 0.7374 0.7388 0.7463
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7695 0.7659 0.7523
R3 0.7627 0.7591 0.7505
R2 0.7559 0.7559 0.7498
R1 0.7523 0.7523 0.7492 0.7541
PP 0.7491 0.7491 0.7491 0.7501
S1 0.7455 0.7455 0.7480 0.7473
S2 0.7423 0.7423 0.7474
S3 0.7355 0.7387 0.7467
S4 0.7287 0.7319 0.7449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7528 0.7460 0.0068 0.9% 0.0022 0.3% 38% True False 15
10 0.7548 0.7460 0.0088 1.2% 0.0023 0.3% 30% False False 25
20 0.7662 0.7460 0.0202 2.7% 0.0034 0.5% 13% False False 38
40 0.7783 0.7460 0.0323 4.3% 0.0042 0.6% 8% 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 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7638
1.618 0.7596
1.000 0.7570
0.618 0.7554
HIGH 0.7528
0.618 0.7512
0.500 0.7507
0.382 0.7502
LOW 0.7486
0.618 0.7460
1.000 0.7444
1.618 0.7418
2.618 0.7376
4.250 0.7308
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 0.7507 0.7507
PP 0.7500 0.7500
S1 0.7493 0.7493

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

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