CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 0.8758 0.8730 -0.0028 -0.3% 0.8688
High 0.8775 0.8730 -0.0045 -0.5% 0.8796
Low 0.8738 0.8676 -0.0062 -0.7% 0.8676
Close 0.8742 0.8706 -0.0036 -0.4% 0.8706
Range 0.0037 0.0054 0.0017 45.9% 0.0120
ATR 0.0057 0.0057 0.0001 1.2% 0.0000
Volume 197 124 -73 -37.1% 1,003
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8866 0.8840 0.8736
R3 0.8812 0.8786 0.8721
R2 0.8758 0.8758 0.8716
R1 0.8732 0.8732 0.8711 0.8718
PP 0.8704 0.8704 0.8704 0.8697
S1 0.8678 0.8678 0.8701 0.8664
S2 0.8650 0.8650 0.8696
S3 0.8596 0.8624 0.8691
S4 0.8542 0.8570 0.8676
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9086 0.9016 0.8772
R3 0.8966 0.8896 0.8739
R2 0.8846 0.8846 0.8728
R1 0.8776 0.8776 0.8717 0.8811
PP 0.8726 0.8726 0.8726 0.8744
S1 0.8656 0.8656 0.8695 0.8691
S2 0.8606 0.8606 0.8684
S3 0.8486 0.8536 0.8673
S4 0.8366 0.8416 0.8640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8796 0.8676 0.0120 1.4% 0.0063 0.7% 25% False True 200
10 0.8876 0.8676 0.0200 2.3% 0.0058 0.7% 15% False True 133
20 0.8876 0.8676 0.0200 2.3% 0.0043 0.5% 15% False True 81
40 0.8928 0.8676 0.0252 2.9% 0.0040 0.5% 12% False True 66
60 0.9120 0.8676 0.0444 5.1% 0.0037 0.4% 7% False True 49
80 0.9161 0.8676 0.0485 5.6% 0.0029 0.3% 6% False True 41
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 False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8960
2.618 0.8871
1.618 0.8817
1.000 0.8784
0.618 0.8763
HIGH 0.8730
0.618 0.8709
0.500 0.8703
0.382 0.8697
LOW 0.8676
0.618 0.8643
1.000 0.8622
1.618 0.8589
2.618 0.8535
4.250 0.8447
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 0.8705 0.8726
PP 0.8704 0.8719
S1 0.8703 0.8713

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

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