CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8829 0.8812 -0.0017 -0.2% 0.8795
High 0.8829 0.8856 0.0027 0.3% 0.8876
Low 0.8800 0.8812 0.0012 0.1% 0.8758
Close 0.8806 0.8841 0.0035 0.4% 0.8852
Range 0.0029 0.0044 0.0015 51.7% 0.0118
ATR 0.0046 0.0047 0.0000 0.5% 0.0000
Volume 256 21 -235 -91.8% 141
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8968 0.8949 0.8865
R3 0.8924 0.8905 0.8853
R2 0.8880 0.8880 0.8849
R1 0.8861 0.8861 0.8845 0.8871
PP 0.8836 0.8836 0.8836 0.8841
S1 0.8817 0.8817 0.8837 0.8827
S2 0.8792 0.8792 0.8833
S3 0.8748 0.8773 0.8829
S4 0.8704 0.8729 0.8817
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9183 0.9135 0.8917
R3 0.9065 0.9017 0.8884
R2 0.8947 0.8947 0.8874
R1 0.8899 0.8899 0.8863 0.8923
PP 0.8829 0.8829 0.8829 0.8841
S1 0.8781 0.8781 0.8841 0.8805
S2 0.8711 0.8711 0.8830
S3 0.8593 0.8663 0.8820
S4 0.8475 0.8545 0.8787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8876 0.8758 0.0118 1.3% 0.0031 0.3% 70% False False 77
10 0.8876 0.8750 0.0126 1.4% 0.0027 0.3% 72% False False 46
20 0.8928 0.8688 0.0240 2.7% 0.0034 0.4% 64% False False 49
40 0.8966 0.8688 0.0278 3.1% 0.0038 0.4% 55% False False 45
60 0.9129 0.8688 0.0441 5.0% 0.0030 0.3% 35% False False 35
80 0.9161 0.8688 0.0473 5.4% 0.0024 0.3% 32% False False 28
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9043
2.618 0.8971
1.618 0.8927
1.000 0.8900
0.618 0.8883
HIGH 0.8856
0.618 0.8839
0.500 0.8834
0.382 0.8829
LOW 0.8812
0.618 0.8785
1.000 0.8768
1.618 0.8741
2.618 0.8697
4.250 0.8625
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8839 0.8840
PP 0.8836 0.8839
S1 0.8834 0.8838

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

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