CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 0.7494 0.7491 -0.0003 0.0% 0.7460
High 0.7512 0.7492 -0.0020 -0.3% 0.7528
Low 0.7488 0.7477 -0.0011 -0.1% 0.7460
Close 0.7488 0.7477 -0.0011 -0.1% 0.7486
Range 0.0024 0.0015 -0.0009 -37.5% 0.0068
ATR 0.0040 0.0038 -0.0002 -4.5% 0.0000
Volume 229 14 -215 -93.9% 79
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7527 0.7517 0.7485
R3 0.7512 0.7502 0.7481
R2 0.7497 0.7497 0.7480
R1 0.7487 0.7487 0.7478 0.7485
PP 0.7482 0.7482 0.7482 0.7481
S1 0.7472 0.7472 0.7476 0.7470
S2 0.7467 0.7467 0.7474
S3 0.7452 0.7457 0.7473
S4 0.7437 0.7442 0.7469
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 0.7477 0.0051 0.7% 0.0022 0.3% 0% False True 61
10 0.7548 0.7460 0.0088 1.2% 0.0020 0.3% 19% False False 38
20 0.7662 0.7460 0.0202 2.7% 0.0031 0.4% 8% False False 44
40 0.7783 0.7460 0.0323 4.3% 0.0041 0.5% 5% False False 38
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7556
2.618 0.7531
1.618 0.7516
1.000 0.7507
0.618 0.7501
HIGH 0.7492
0.618 0.7486
0.500 0.7485
0.382 0.7483
LOW 0.7477
0.618 0.7468
1.000 0.7462
1.618 0.7453
2.618 0.7438
4.250 0.7413
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 0.7485 0.7503
PP 0.7482 0.7494
S1 0.7480 0.7486

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

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