CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 0.7621 0.7628 0.0007 0.1% 0.7601
High 0.7662 0.7637 -0.0025 -0.3% 0.7652
Low 0.7597 0.7576 -0.0021 -0.3% 0.7528
Close 0.7662 0.7590 -0.0072 -0.9% 0.7641
Range 0.0065 0.0061 -0.0004 -6.2% 0.0124
ATR 0.0056 0.0058 0.0002 3.9% 0.0000
Volume 25 146 121 484.0% 159
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7784 0.7748 0.7624
R3 0.7723 0.7687 0.7607
R2 0.7662 0.7662 0.7601
R1 0.7626 0.7626 0.7596 0.7614
PP 0.7601 0.7601 0.7601 0.7595
S1 0.7565 0.7565 0.7584 0.7553
S2 0.7540 0.7540 0.7579
S3 0.7479 0.7504 0.7573
S4 0.7418 0.7443 0.7556
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7979 0.7934 0.7709
R3 0.7855 0.7810 0.7675
R2 0.7731 0.7731 0.7664
R1 0.7686 0.7686 0.7652 0.7709
PP 0.7607 0.7607 0.7607 0.7618
S1 0.7562 0.7562 0.7630 0.7585
S2 0.7483 0.7483 0.7618
S3 0.7359 0.7438 0.7607
S4 0.7235 0.7314 0.7573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7662 0.7557 0.0105 1.4% 0.0051 0.7% 31% False False 62
10 0.7662 0.7528 0.0134 1.8% 0.0049 0.6% 46% False False 41
20 0.7783 0.7528 0.0255 3.4% 0.0052 0.7% 24% False False 40
40 0.7783 0.7435 0.0348 4.6% 0.0043 0.6% 45% False False 23
Crabel Price Patterns
NR True
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7896
2.618 0.7797
1.618 0.7736
1.000 0.7698
0.618 0.7675
HIGH 0.7637
0.618 0.7614
0.500 0.7607
0.382 0.7599
LOW 0.7576
0.618 0.7538
1.000 0.7515
1.618 0.7477
2.618 0.7416
4.250 0.7317
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 0.7607 0.7619
PP 0.7601 0.7609
S1 0.7596 0.7600

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

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