CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 0.8763 0.8795 0.0032 0.4% 0.8780
High 0.8825 0.8797 -0.0028 -0.3% 0.8825
Low 0.8763 0.8795 0.0032 0.4% 0.8740
Close 0.8817 0.8797 -0.0020 -0.2% 0.8817
Range 0.0062 0.0002 -0.0060 -96.8% 0.0085
ATR 0.0049 0.0047 -0.0002 -3.9% 0.0000
Volume 14 23 9 64.3% 109
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8802 0.8802 0.8798
R3 0.8800 0.8800 0.8798
R2 0.8798 0.8798 0.8797
R1 0.8798 0.8798 0.8797 0.8798
PP 0.8796 0.8796 0.8796 0.8797
S1 0.8796 0.8796 0.8797 0.8796
S2 0.8794 0.8794 0.8797
S3 0.8792 0.8794 0.8796
S4 0.8790 0.8792 0.8796
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 0.8750 0.0075 0.9% 0.0021 0.2% 63% False False 18
10 0.8825 0.8688 0.0137 1.6% 0.0036 0.4% 80% False False 41
20 0.8928 0.8688 0.0240 2.7% 0.0036 0.4% 45% False False 43
40 0.8987 0.8688 0.0299 3.4% 0.0036 0.4% 36% False False 37
60 0.9161 0.8688 0.0473 5.4% 0.0028 0.3% 23% False False 29
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 0.0001
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.8806
2.618 0.8802
1.618 0.8800
1.000 0.8799
0.618 0.8798
HIGH 0.8797
0.618 0.8796
0.500 0.8796
0.382 0.8796
LOW 0.8795
0.618 0.8794
1.000 0.8793
1.618 0.8792
2.618 0.8790
4.250 0.8787
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 0.8797 0.8794
PP 0.8796 0.8791
S1 0.8796 0.8788

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

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