CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 0.8784 0.8757 -0.0027 -0.3% 0.8836
High 0.8784 0.8757 -0.0027 -0.3% 0.8928
Low 0.8748 0.8705 -0.0043 -0.5% 0.8800
Close 0.8748 0.8728 -0.0020 -0.2% 0.8818
Range 0.0036 0.0052 0.0016 44.4% 0.0128
ATR 0.0046 0.0047 0.0000 0.9% 0.0000
Volume 75 79 4 5.3% 129
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8886 0.8859 0.8757
R3 0.8834 0.8807 0.8742
R2 0.8782 0.8782 0.8738
R1 0.8755 0.8755 0.8733 0.8743
PP 0.8730 0.8730 0.8730 0.8724
S1 0.8703 0.8703 0.8723 0.8691
S2 0.8678 0.8678 0.8718
S3 0.8626 0.8651 0.8714
S4 0.8574 0.8599 0.8699
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9233 0.9153 0.8888
R3 0.9105 0.9025 0.8853
R2 0.8977 0.8977 0.8841
R1 0.8897 0.8897 0.8830 0.8873
PP 0.8849 0.8849 0.8849 0.8837
S1 0.8769 0.8769 0.8806 0.8745
S2 0.8721 0.8721 0.8795
S3 0.8593 0.8641 0.8783
S4 0.8465 0.8513 0.8748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8928 0.8705 0.0223 2.6% 0.0041 0.5% 10% False True 49
10 0.8928 0.8705 0.0223 2.6% 0.0035 0.4% 10% False True 40
20 0.8961 0.8705 0.0256 2.9% 0.0039 0.4% 9% False True 44
40 0.9120 0.8705 0.0415 4.8% 0.0033 0.4% 6% False True 34
60 0.9161 0.8705 0.0456 5.2% 0.0024 0.3% 5% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8978
2.618 0.8893
1.618 0.8841
1.000 0.8809
0.618 0.8789
HIGH 0.8757
0.618 0.8737
0.500 0.8731
0.382 0.8725
LOW 0.8705
0.618 0.8673
1.000 0.8653
1.618 0.8621
2.618 0.8569
4.250 0.8484
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 0.8731 0.8774
PP 0.8730 0.8759
S1 0.8729 0.8743

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

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