CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 0.7557 0.7517 -0.0040 -0.5% 0.7636
High 0.7594 0.7540 -0.0054 -0.7% 0.7662
Low 0.7509 0.7512 0.0003 0.0% 0.7509
Close 0.7515 0.7527 0.0012 0.2% 0.7515
Range 0.0085 0.0028 -0.0057 -67.1% 0.0153
ATR 0.0057 0.0055 -0.0002 -3.6% 0.0000
Volume 50 27 -23 -46.0% 340
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7610 0.7597 0.7542
R3 0.7582 0.7569 0.7535
R2 0.7554 0.7554 0.7532
R1 0.7541 0.7541 0.7530 0.7548
PP 0.7526 0.7526 0.7526 0.7530
S1 0.7513 0.7513 0.7524 0.7520
S2 0.7498 0.7498 0.7522
S3 0.7470 0.7485 0.7519
S4 0.7442 0.7457 0.7512
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8021 0.7921 0.7599
R3 0.7868 0.7768 0.7557
R2 0.7715 0.7715 0.7543
R1 0.7615 0.7615 0.7529 0.7589
PP 0.7562 0.7562 0.7562 0.7549
S1 0.7462 0.7462 0.7501 0.7436
S2 0.7409 0.7409 0.7487
S3 0.7256 0.7309 0.7473
S4 0.7103 0.7156 0.7431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7662 0.7509 0.0153 2.0% 0.0052 0.7% 12% False False 59
10 0.7662 0.7509 0.0153 2.0% 0.0050 0.7% 12% False False 51
20 0.7783 0.7509 0.0274 3.6% 0.0052 0.7% 7% False False 44
40 0.7783 0.7435 0.0348 4.6% 0.0045 0.6% 26% False False 26
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7659
2.618 0.7613
1.618 0.7585
1.000 0.7568
0.618 0.7557
HIGH 0.7540
0.618 0.7529
0.500 0.7526
0.382 0.7523
LOW 0.7512
0.618 0.7495
1.000 0.7484
1.618 0.7467
2.618 0.7439
4.250 0.7393
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 0.7527 0.7556
PP 0.7526 0.7546
S1 0.7526 0.7537

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

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