CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 0.8677 0.8688 0.0011 0.1% 0.8688
High 0.8724 0.8688 -0.0036 -0.4% 0.8796
Low 0.8657 0.8658 0.0001 0.0% 0.8676
Close 0.8703 0.8666 -0.0037 -0.4% 0.8706
Range 0.0067 0.0030 -0.0037 -55.2% 0.0120
ATR 0.0057 0.0056 -0.0001 -1.5% 0.0000
Volume 91 94 3 3.3% 1,003
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8761 0.8743 0.8683
R3 0.8731 0.8713 0.8674
R2 0.8701 0.8701 0.8672
R1 0.8683 0.8683 0.8669 0.8677
PP 0.8671 0.8671 0.8671 0.8668
S1 0.8653 0.8653 0.8663 0.8647
S2 0.8641 0.8641 0.8661
S3 0.8611 0.8623 0.8658
S4 0.8581 0.8593 0.8650
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% 0.0044 0.5% 8% False False 121
10 0.8863 0.8657 0.0206 2.4% 0.0058 0.7% 4% False False 133
20 0.8876 0.8657 0.0219 2.5% 0.0043 0.5% 4% False False 90
40 0.8928 0.8657 0.0271 3.1% 0.0041 0.5% 3% False False 70
60 0.9120 0.8657 0.0463 5.3% 0.0038 0.4% 2% False False 54
80 0.9161 0.8657 0.0504 5.8% 0.0031 0.4% 2% False False 44
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8816
2.618 0.8767
1.618 0.8737
1.000 0.8718
0.618 0.8707
HIGH 0.8688
0.618 0.8677
0.500 0.8673
0.382 0.8669
LOW 0.8658
0.618 0.8639
1.000 0.8628
1.618 0.8609
2.618 0.8579
4.250 0.8531
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 0.8673 0.8691
PP 0.8671 0.8682
S1 0.8668 0.8674

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

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