CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 0.7493 0.7510 0.0017 0.2% 0.7517
High 0.7515 0.7516 0.0001 0.0% 0.7557
Low 0.7480 0.7507 0.0027 0.4% 0.7495
Close 0.7497 0.7507 0.0010 0.1% 0.7512
Range 0.0035 0.0009 -0.0026 -74.3% 0.0062
ATR 0.0049 0.0046 -0.0002 -4.4% 0.0000
Volume 83 28 -55 -66.3% 149
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7537 0.7531 0.7512
R3 0.7528 0.7522 0.7509
R2 0.7519 0.7519 0.7509
R1 0.7513 0.7513 0.7508 0.7512
PP 0.7510 0.7510 0.7510 0.7509
S1 0.7504 0.7504 0.7506 0.7503
S2 0.7501 0.7501 0.7505
S3 0.7492 0.7495 0.7505
S4 0.7483 0.7486 0.7502
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 0.7480 0.0077 1.0% 0.0030 0.4% 35% False False 28
10 0.7637 0.7480 0.0157 2.1% 0.0037 0.5% 17% False False 50
20 0.7701 0.7480 0.0221 2.9% 0.0045 0.6% 12% False False 41
40 0.7783 0.7435 0.0348 4.6% 0.0043 0.6% 21% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7554
2.618 0.7540
1.618 0.7531
1.000 0.7525
0.618 0.7522
HIGH 0.7516
0.618 0.7513
0.500 0.7512
0.382 0.7510
LOW 0.7507
0.618 0.7501
1.000 0.7498
1.618 0.7492
2.618 0.7483
4.250 0.7469
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 0.7512 0.7506
PP 0.7510 0.7504
S1 0.7509 0.7503

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

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