CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 0.7523 0.7510 -0.0013 -0.2% 0.7517
High 0.7557 0.7526 -0.0031 -0.4% 0.7557
Low 0.7506 0.7495 -0.0011 -0.1% 0.7495
Close 0.7523 0.7512 -0.0011 -0.1% 0.7512
Range 0.0051 0.0031 -0.0020 -39.2% 0.0062
ATR 0.0051 0.0050 -0.0001 -2.8% 0.0000
Volume 0 30 30 149
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7604 0.7589 0.7529
R3 0.7573 0.7558 0.7521
R2 0.7542 0.7542 0.7518
R1 0.7527 0.7527 0.7515 0.7535
PP 0.7511 0.7511 0.7511 0.7515
S1 0.7496 0.7496 0.7509 0.7504
S2 0.7480 0.7480 0.7506
S3 0.7449 0.7465 0.7503
S4 0.7418 0.7434 0.7495
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7707 0.7672 0.7546
R3 0.7645 0.7610 0.7529
R2 0.7583 0.7583 0.7523
R1 0.7548 0.7548 0.7518 0.7535
PP 0.7521 0.7521 0.7521 0.7515
S1 0.7486 0.7486 0.7506 0.7472
S2 0.7459 0.7459 0.7501
S3 0.7397 0.7424 0.7495
S4 0.7335 0.7362 0.7478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7557 0.7495 0.0062 0.8% 0.0032 0.4% 27% False True 29
10 0.7662 0.7495 0.0167 2.2% 0.0041 0.5% 10% False True 48
20 0.7721 0.7495 0.0226 3.0% 0.0047 0.6% 8% False True 42
40 0.7783 0.7435 0.0348 4.6% 0.0043 0.6% 22% False False 29
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7658
2.618 0.7607
1.618 0.7576
1.000 0.7557
0.618 0.7545
HIGH 0.7526
0.618 0.7514
0.500 0.7511
0.382 0.7507
LOW 0.7495
0.618 0.7476
1.000 0.7464
1.618 0.7445
2.618 0.7414
4.250 0.7363
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 0.7512 0.7526
PP 0.7511 0.7521
S1 0.7511 0.7517

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

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