CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 0.8695 0.8707 0.0012 0.1% 0.8836
High 0.8741 0.8709 -0.0032 -0.4% 0.8928
Low 0.8689 0.8692 0.0003 0.0% 0.8800
Close 0.8722 0.8705 -0.0017 -0.2% 0.8818
Range 0.0052 0.0017 -0.0035 -67.3% 0.0128
ATR 0.0047 0.0046 -0.0001 -2.6% 0.0000
Volume 82 76 -6 -7.3% 129
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8753 0.8746 0.8714
R3 0.8736 0.8729 0.8710
R2 0.8719 0.8719 0.8708
R1 0.8712 0.8712 0.8707 0.8707
PP 0.8702 0.8702 0.8702 0.8700
S1 0.8695 0.8695 0.8703 0.8690
S2 0.8685 0.8685 0.8702
S3 0.8668 0.8678 0.8700
S4 0.8651 0.8661 0.8696
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 0.8843 0.8689 0.0154 1.8% 0.0040 0.5% 10% False False 66
10 0.8928 0.8689 0.0239 2.7% 0.0032 0.4% 7% False False 49
20 0.8928 0.8689 0.0239 2.7% 0.0037 0.4% 7% False False 51
40 0.9120 0.8689 0.0431 5.0% 0.0034 0.4% 4% False False 34
60 0.9161 0.8689 0.0472 5.4% 0.0025 0.3% 3% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8781
2.618 0.8754
1.618 0.8737
1.000 0.8726
0.618 0.8720
HIGH 0.8709
0.618 0.8703
0.500 0.8701
0.382 0.8698
LOW 0.8692
0.618 0.8681
1.000 0.8675
1.618 0.8664
2.618 0.8647
4.250 0.8620
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 0.8704 0.8723
PP 0.8702 0.8717
S1 0.8701 0.8711

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

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