CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 0.7528 0.7494 -0.0034 -0.5% 0.7460
High 0.7528 0.7512 -0.0016 -0.2% 0.7528
Low 0.7486 0.7488 0.0002 0.0% 0.7460
Close 0.7486 0.7488 0.0002 0.0% 0.7486
Range 0.0042 0.0024 -0.0018 -42.9% 0.0068
ATR 0.0041 0.0040 -0.0001 -2.6% 0.0000
Volume 9 229 220 2,444.4% 79
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7568 0.7552 0.7501
R3 0.7544 0.7528 0.7495
R2 0.7520 0.7520 0.7492
R1 0.7504 0.7504 0.7490 0.7500
PP 0.7496 0.7496 0.7496 0.7494
S1 0.7480 0.7480 0.7486 0.7476
S2 0.7472 0.7472 0.7484
S3 0.7448 0.7456 0.7481
S4 0.7424 0.7432 0.7475
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7695 0.7659 0.7523
R3 0.7627 0.7591 0.7505
R2 0.7559 0.7559 0.7498
R1 0.7523 0.7523 0.7492 0.7541
PP 0.7491 0.7491 0.7491 0.7501
S1 0.7455 0.7455 0.7480 0.7473
S2 0.7423 0.7423 0.7474
S3 0.7355 0.7387 0.7467
S4 0.7287 0.7319 0.7449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7528 0.7460 0.0068 0.9% 0.0026 0.4% 41% False False 61
10 0.7548 0.7460 0.0088 1.2% 0.0022 0.3% 32% False False 45
20 0.7662 0.7460 0.0202 2.7% 0.0032 0.4% 14% False False 47
40 0.7783 0.7460 0.0323 4.3% 0.0041 0.6% 9% False False 38
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7614
2.618 0.7575
1.618 0.7551
1.000 0.7536
0.618 0.7527
HIGH 0.7512
0.618 0.7503
0.500 0.7500
0.382 0.7497
LOW 0.7488
0.618 0.7473
1.000 0.7464
1.618 0.7449
2.618 0.7425
4.250 0.7386
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 0.7500 0.7507
PP 0.7496 0.7501
S1 0.7492 0.7494

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

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