CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 0.8757 0.8695 -0.0062 -0.7% 0.8836
High 0.8757 0.8741 -0.0016 -0.2% 0.8928
Low 0.8705 0.8689 -0.0016 -0.2% 0.8800
Close 0.8728 0.8722 -0.0006 -0.1% 0.8818
Range 0.0052 0.0052 0.0000 0.0% 0.0128
ATR 0.0047 0.0047 0.0000 0.8% 0.0000
Volume 79 82 3 3.8% 129
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8873 0.8850 0.8751
R3 0.8821 0.8798 0.8736
R2 0.8769 0.8769 0.8732
R1 0.8746 0.8746 0.8727 0.8758
PP 0.8717 0.8717 0.8717 0.8723
S1 0.8694 0.8694 0.8717 0.8706
S2 0.8665 0.8665 0.8712
S3 0.8613 0.8642 0.8708
S4 0.8561 0.8590 0.8693
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 0.8892 0.8689 0.0203 2.3% 0.0040 0.5% 16% False True 62
10 0.8928 0.8689 0.0239 2.7% 0.0033 0.4% 14% False True 47
20 0.8961 0.8689 0.0272 3.1% 0.0039 0.4% 12% False True 47
40 0.9120 0.8689 0.0431 4.9% 0.0034 0.4% 8% False True 34
60 0.9161 0.8689 0.0472 5.4% 0.0024 0.3% 7% False True 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Fibonacci Retracements and Extensions
4.250 0.8962
2.618 0.8877
1.618 0.8825
1.000 0.8793
0.618 0.8773
HIGH 0.8741
0.618 0.8721
0.500 0.8715
0.382 0.8709
LOW 0.8689
0.618 0.8657
1.000 0.8637
1.618 0.8605
2.618 0.8553
4.250 0.8468
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 0.8720 0.8737
PP 0.8717 0.8732
S1 0.8715 0.8727

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

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