CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 0.8812 0.8828 0.0016 0.2% 0.8795
High 0.8856 0.8863 0.0007 0.1% 0.8876
Low 0.8812 0.8828 0.0016 0.2% 0.8758
Close 0.8841 0.8863 0.0022 0.2% 0.8852
Range 0.0044 0.0035 -0.0009 -20.5% 0.0118
ATR 0.0047 0.0046 -0.0001 -1.8% 0.0000
Volume 21 24 3 14.3% 141
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8956 0.8945 0.8882
R3 0.8921 0.8910 0.8873
R2 0.8886 0.8886 0.8869
R1 0.8875 0.8875 0.8866 0.8881
PP 0.8851 0.8851 0.8851 0.8854
S1 0.8840 0.8840 0.8860 0.8846
S2 0.8816 0.8816 0.8857
S3 0.8781 0.8805 0.8853
S4 0.8746 0.8770 0.8844
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 0.8800 0.0076 0.9% 0.0033 0.4% 83% False False 77
10 0.8876 0.8750 0.0126 1.4% 0.0028 0.3% 90% False False 48
20 0.8892 0.8688 0.0204 2.3% 0.0033 0.4% 86% False False 49
40 0.8966 0.8688 0.0278 3.1% 0.0038 0.4% 63% False False 45
60 0.9129 0.8688 0.0441 5.0% 0.0031 0.3% 40% False False 36
80 0.9161 0.8688 0.0473 5.3% 0.0024 0.3% 37% False False 28
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9012
2.618 0.8955
1.618 0.8920
1.000 0.8898
0.618 0.8885
HIGH 0.8863
0.618 0.8850
0.500 0.8846
0.382 0.8841
LOW 0.8828
0.618 0.8806
1.000 0.8793
1.618 0.8771
2.618 0.8736
4.250 0.8679
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 0.8857 0.8853
PP 0.8851 0.8842
S1 0.8846 0.8832

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

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