CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 0.8775 0.8830 0.0055 0.6% 0.8877
High 0.8836 0.8858 0.0022 0.2% 0.8877
Low 0.8775 0.8818 0.0043 0.5% 0.8761
Close 0.8832 0.8818 -0.0014 -0.2% 0.8818
Range 0.0061 0.0040 -0.0021 -34.4% 0.0116
ATR 0.0047 0.0047 -0.0001 -1.1% 0.0000
Volume 30 130 100 333.3% 214
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8951 0.8925 0.8840
R3 0.8911 0.8885 0.8829
R2 0.8871 0.8871 0.8825
R1 0.8845 0.8845 0.8822 0.8838
PP 0.8831 0.8831 0.8831 0.8828
S1 0.8805 0.8805 0.8814 0.8798
S2 0.8791 0.8791 0.8811
S3 0.8751 0.8765 0.8807
S4 0.8711 0.8725 0.8796
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9108 0.8882
R3 0.9051 0.8992 0.8850
R2 0.8935 0.8935 0.8839
R1 0.8876 0.8876 0.8829 0.8848
PP 0.8819 0.8819 0.8819 0.8804
S1 0.8760 0.8760 0.8807 0.8732
S2 0.8703 0.8703 0.8797
S3 0.8587 0.8644 0.8786
S4 0.8471 0.8528 0.8754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8877 0.8761 0.0116 1.3% 0.0043 0.5% 49% False False 42
10 0.8961 0.8761 0.0200 2.3% 0.0045 0.5% 29% False False 40
20 0.9011 0.8761 0.0250 2.8% 0.0035 0.4% 23% False False 27
40 0.9161 0.8761 0.0400 4.5% 0.0024 0.3% 14% False False 21
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9028
2.618 0.8963
1.618 0.8923
1.000 0.8898
0.618 0.8883
HIGH 0.8858
0.618 0.8843
0.500 0.8838
0.382 0.8833
LOW 0.8818
0.618 0.8793
1.000 0.8778
1.618 0.8753
2.618 0.8713
4.250 0.8648
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 0.8838 0.8815
PP 0.8831 0.8812
S1 0.8825 0.8810

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

View Archives - Comment on this page... - Back to Index of Symbols