CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 0.7491 0.7535 0.0044 0.6% 0.7517
High 0.7510 0.7548 0.0038 0.5% 0.7557
Low 0.7490 0.7522 0.0032 0.4% 0.7495
Close 0.7497 0.7522 0.0025 0.3% 0.7512
Range 0.0020 0.0026 0.0006 30.0% 0.0062
ATR 0.0045 0.0045 0.0000 1.0% 0.0000
Volume 21 12 -9 -42.9% 149
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7609 0.7591 0.7536
R3 0.7583 0.7565 0.7529
R2 0.7557 0.7557 0.7527
R1 0.7539 0.7539 0.7524 0.7535
PP 0.7531 0.7531 0.7531 0.7529
S1 0.7513 0.7513 0.7520 0.7509
S2 0.7505 0.7505 0.7517
S3 0.7479 0.7487 0.7515
S4 0.7453 0.7461 0.7508
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 0.7548 0.7480 0.0068 0.9% 0.0024 0.3% 62% True False 34
10 0.7594 0.7480 0.0114 1.5% 0.0034 0.4% 37% False False 34
20 0.7662 0.7480 0.0182 2.4% 0.0041 0.5% 23% False False 40
40 0.7783 0.7435 0.0348 4.6% 0.0042 0.6% 25% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7658
2.618 0.7616
1.618 0.7590
1.000 0.7574
0.618 0.7564
HIGH 0.7548
0.618 0.7538
0.500 0.7535
0.382 0.7532
LOW 0.7522
0.618 0.7506
1.000 0.7496
1.618 0.7480
2.618 0.7454
4.250 0.7412
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 0.7535 0.7521
PP 0.7531 0.7520
S1 0.7526 0.7519

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

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