CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 0.7535 0.7494 -0.0041 -0.5% 0.7493
High 0.7548 0.7494 -0.0054 -0.7% 0.7548
Low 0.7522 0.7494 -0.0028 -0.4% 0.7480
Close 0.7522 0.7494 -0.0028 -0.4% 0.7494
Range 0.0026 0.0000 -0.0026 -100.0% 0.0068
ATR 0.0045 0.0044 -0.0001 -2.7% 0.0000
Volume 12 0 -12 -100.0% 144
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7494 0.7494 0.7494
R3 0.7494 0.7494 0.7494
R2 0.7494 0.7494 0.7494
R1 0.7494 0.7494 0.7494 0.7494
PP 0.7494 0.7494 0.7494 0.7494
S1 0.7494 0.7494 0.7494 0.7494
S2 0.7494 0.7494 0.7494
S3 0.7494 0.7494 0.7494
S4 0.7494 0.7494 0.7494
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7711 0.7671 0.7531
R3 0.7643 0.7603 0.7513
R2 0.7575 0.7575 0.7506
R1 0.7535 0.7535 0.7500 0.7555
PP 0.7507 0.7507 0.7507 0.7518
S1 0.7467 0.7467 0.7488 0.7487
S2 0.7439 0.7439 0.7482
S3 0.7371 0.7399 0.7475
S4 0.7303 0.7331 0.7457
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% 0.0018 0.2% 21% False False 28
10 0.7557 0.7480 0.0077 1.0% 0.0025 0.3% 18% False False 29
20 0.7662 0.7480 0.0182 2.4% 0.0037 0.5% 8% False False 39
40 0.7783 0.7435 0.0348 4.6% 0.0041 0.6% 17% 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 0.0009
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 0.7494
2.618 0.7494
1.618 0.7494
1.000 0.7494
0.618 0.7494
HIGH 0.7494
0.618 0.7494
0.500 0.7494
0.382 0.7494
LOW 0.7494
0.618 0.7494
1.000 0.7494
1.618 0.7494
2.618 0.7494
4.250 0.7494
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 0.7494 0.7519
PP 0.7494 0.7511
S1 0.7494 0.7502

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

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