CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 0.7628 0.7601 -0.0027 -0.4% 0.7601
High 0.7637 0.7603 -0.0034 -0.4% 0.7652
Low 0.7576 0.7583 0.0007 0.1% 0.7528
Close 0.7590 0.7591 0.0001 0.0% 0.7641
Range 0.0061 0.0020 -0.0041 -67.2% 0.0124
ATR 0.0058 0.0055 -0.0003 -4.7% 0.0000
Volume 146 48 -98 -67.1% 159
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7652 0.7642 0.7602
R3 0.7632 0.7622 0.7597
R2 0.7612 0.7612 0.7595
R1 0.7602 0.7602 0.7593 0.7597
PP 0.7592 0.7592 0.7592 0.7590
S1 0.7582 0.7582 0.7589 0.7577
S2 0.7572 0.7572 0.7587
S3 0.7552 0.7562 0.7586
S4 0.7532 0.7542 0.7580
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7979 0.7934 0.7709
R3 0.7855 0.7810 0.7675
R2 0.7731 0.7731 0.7664
R1 0.7686 0.7686 0.7652 0.7709
PP 0.7607 0.7607 0.7607 0.7618
S1 0.7562 0.7562 0.7630 0.7585
S2 0.7483 0.7483 0.7618
S3 0.7359 0.7438 0.7607
S4 0.7235 0.7314 0.7573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7662 0.7576 0.0086 1.1% 0.0047 0.6% 17% False False 67
10 0.7662 0.7528 0.0134 1.8% 0.0048 0.6% 47% False False 46
20 0.7783 0.7528 0.0255 3.4% 0.0051 0.7% 25% False False 42
40 0.7783 0.7435 0.0348 4.6% 0.0042 0.6% 45% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7688
2.618 0.7655
1.618 0.7635
1.000 0.7623
0.618 0.7615
HIGH 0.7603
0.618 0.7595
0.500 0.7593
0.382 0.7591
LOW 0.7583
0.618 0.7571
1.000 0.7563
1.618 0.7551
2.618 0.7531
4.250 0.7498
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 0.7593 0.7619
PP 0.7592 0.7610
S1 0.7592 0.7600

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

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