CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 0.8688 0.8780 0.0092 1.1% 0.8784
High 0.8781 0.8780 -0.0001 0.0% 0.8784
Low 0.8688 0.8740 0.0052 0.6% 0.8688
Close 0.8778 0.8740 -0.0038 -0.4% 0.8778
Range 0.0093 0.0040 -0.0053 -57.0% 0.0096
ATR 0.0049 0.0049 -0.0001 -1.3% 0.0000
Volume 47 42 -5 -10.6% 359
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8873 0.8847 0.8762
R3 0.8833 0.8807 0.8751
R2 0.8793 0.8793 0.8747
R1 0.8767 0.8767 0.8744 0.8760
PP 0.8753 0.8753 0.8753 0.8750
S1 0.8727 0.8727 0.8736 0.8720
S2 0.8713 0.8713 0.8733
S3 0.8673 0.8687 0.8729
S4 0.8633 0.8647 0.8718
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9038 0.9004 0.8831
R3 0.8942 0.8908 0.8804
R2 0.8846 0.8846 0.8796
R1 0.8812 0.8812 0.8787 0.8781
PP 0.8750 0.8750 0.8750 0.8735
S1 0.8716 0.8716 0.8769 0.8685
S2 0.8654 0.8654 0.8760
S3 0.8558 0.8620 0.8752
S4 0.8462 0.8524 0.8725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8781 0.8688 0.0093 1.1% 0.0051 0.6% 56% False False 65
10 0.8928 0.8688 0.0240 2.7% 0.0044 0.5% 22% False False 51
20 0.8928 0.8688 0.0240 2.7% 0.0041 0.5% 22% False False 51
40 0.9120 0.8688 0.0432 4.9% 0.0036 0.4% 12% False False 35
60 0.9161 0.8688 0.0473 5.4% 0.0027 0.3% 11% False False 29
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8950
2.618 0.8885
1.618 0.8845
1.000 0.8820
0.618 0.8805
HIGH 0.8780
0.618 0.8765
0.500 0.8760
0.382 0.8755
LOW 0.8740
0.618 0.8715
1.000 0.8700
1.618 0.8675
2.618 0.8635
4.250 0.8570
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 0.8760 0.8738
PP 0.8753 0.8736
S1 0.8747 0.8735

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

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