CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 0.8472 0.8417 -0.0055 -0.6% 0.8564
High 0.8492 0.8432 -0.0060 -0.7% 0.8613
Low 0.8420 0.8400 -0.0020 -0.2% 0.8460
Close 0.8431 0.8429 -0.0002 0.0% 0.8479
Range 0.0072 0.0032 -0.0040 -55.6% 0.0153
ATR 0.0052 0.0051 -0.0001 -2.8% 0.0000
Volume 618 219 -399 -64.6% 555
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8516 0.8505 0.8447
R3 0.8484 0.8473 0.8438
R2 0.8452 0.8452 0.8435
R1 0.8441 0.8441 0.8432 0.8447
PP 0.8420 0.8420 0.8420 0.8423
S1 0.8409 0.8409 0.8426 0.8415
S2 0.8388 0.8388 0.8423
S3 0.8356 0.8377 0.8420
S4 0.8324 0.8345 0.8411
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8976 0.8881 0.8563
R3 0.8823 0.8728 0.8521
R2 0.8670 0.8670 0.8507
R1 0.8575 0.8575 0.8493 0.8546
PP 0.8517 0.8517 0.8517 0.8503
S1 0.8422 0.8422 0.8465 0.8393
S2 0.8364 0.8364 0.8451
S3 0.8211 0.8269 0.8437
S4 0.8058 0.8116 0.8395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8613 0.8400 0.0213 2.5% 0.0060 0.7% 14% False True 403
10 0.8613 0.8400 0.0213 2.5% 0.0044 0.5% 14% False True 257
20 0.8724 0.8400 0.0324 3.8% 0.0046 0.5% 9% False True 439
40 0.8876 0.8400 0.0476 5.6% 0.0043 0.5% 6% False True 261
60 0.8928 0.8400 0.0528 6.3% 0.0042 0.5% 5% False True 191
80 0.9120 0.8400 0.0720 8.5% 0.0039 0.5% 4% False True 148
100 0.9161 0.8400 0.0761 9.0% 0.0033 0.4% 4% False True 121
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8568
2.618 0.8516
1.618 0.8484
1.000 0.8464
0.618 0.8452
HIGH 0.8432
0.618 0.8420
0.500 0.8416
0.382 0.8412
LOW 0.8400
0.618 0.8380
1.000 0.8368
1.618 0.8348
2.618 0.8316
4.250 0.8264
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 0.8425 0.8446
PP 0.8420 0.8440
S1 0.8416 0.8435

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

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