CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 0.8768 0.8763 -0.0005 -0.1% 0.8780
High 0.8768 0.8825 0.0057 0.7% 0.8825
Low 0.8750 0.8763 0.0013 0.1% 0.8740
Close 0.8753 0.8817 0.0064 0.7% 0.8817
Range 0.0018 0.0062 0.0044 244.4% 0.0085
ATR 0.0047 0.0049 0.0002 3.8% 0.0000
Volume 32 14 -18 -56.3% 109
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8988 0.8964 0.8851
R3 0.8926 0.8902 0.8834
R2 0.8864 0.8864 0.8828
R1 0.8840 0.8840 0.8823 0.8852
PP 0.8802 0.8802 0.8802 0.8808
S1 0.8778 0.8778 0.8811 0.8790
S2 0.8740 0.8740 0.8806
S3 0.8678 0.8716 0.8800
S4 0.8616 0.8654 0.8783
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9049 0.9018 0.8864
R3 0.8964 0.8933 0.8840
R2 0.8879 0.8879 0.8833
R1 0.8848 0.8848 0.8825 0.8864
PP 0.8794 0.8794 0.8794 0.8802
S1 0.8763 0.8763 0.8809 0.8779
S2 0.8709 0.8709 0.8801
S3 0.8624 0.8678 0.8794
S4 0.8539 0.8593 0.8770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8825 0.8740 0.0085 1.0% 0.0029 0.3% 91% True False 21
10 0.8825 0.8688 0.0137 1.6% 0.0040 0.4% 94% True False 46
20 0.8928 0.8688 0.0240 2.7% 0.0036 0.4% 54% False False 45
40 0.9011 0.8688 0.0323 3.7% 0.0036 0.4% 40% False False 36
60 0.9161 0.8688 0.0473 5.4% 0.0028 0.3% 27% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9089
2.618 0.8987
1.618 0.8925
1.000 0.8887
0.618 0.8863
HIGH 0.8825
0.618 0.8801
0.500 0.8794
0.382 0.8787
LOW 0.8763
0.618 0.8725
1.000 0.8701
1.618 0.8663
2.618 0.8601
4.250 0.8500
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 0.8809 0.8807
PP 0.8802 0.8797
S1 0.8794 0.8788

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

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