CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 0.8700 0.8677 -0.0023 -0.3% 0.8688
High 0.8700 0.8724 0.0024 0.3% 0.8796
Low 0.8670 0.8657 -0.0013 -0.1% 0.8676
Close 0.8677 0.8703 0.0026 0.3% 0.8706
Range 0.0030 0.0067 0.0037 123.3% 0.0120
ATR 0.0056 0.0057 0.0001 1.4% 0.0000
Volume 101 91 -10 -9.9% 1,003
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8896 0.8866 0.8740
R3 0.8829 0.8799 0.8721
R2 0.8762 0.8762 0.8715
R1 0.8732 0.8732 0.8709 0.8747
PP 0.8695 0.8695 0.8695 0.8702
S1 0.8665 0.8665 0.8697 0.8680
S2 0.8628 0.8628 0.8691
S3 0.8561 0.8598 0.8685
S4 0.8494 0.8531 0.8666
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 0.8775 0.8657 0.0118 1.4% 0.0046 0.5% 39% False True 115
10 0.8863 0.8657 0.0206 2.4% 0.0060 0.7% 22% False True 126
20 0.8876 0.8657 0.0219 2.5% 0.0041 0.5% 21% False True 86
40 0.8928 0.8657 0.0271 3.1% 0.0041 0.5% 17% False True 68
60 0.9120 0.8657 0.0463 5.3% 0.0038 0.4% 10% False True 52
80 0.9161 0.8657 0.0504 5.8% 0.0030 0.3% 9% False True 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9009
2.618 0.8899
1.618 0.8832
1.000 0.8791
0.618 0.8765
HIGH 0.8724
0.618 0.8698
0.500 0.8691
0.382 0.8683
LOW 0.8657
0.618 0.8616
1.000 0.8590
1.618 0.8549
2.618 0.8482
4.250 0.8372
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 0.8699 0.8700
PP 0.8695 0.8697
S1 0.8691 0.8694

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

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