CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 0.8688 0.8656 -0.0032 -0.4% 0.8688
High 0.8688 0.8661 -0.0027 -0.3% 0.8796
Low 0.8658 0.8621 -0.0037 -0.4% 0.8676
Close 0.8666 0.8626 -0.0040 -0.5% 0.8706
Range 0.0030 0.0040 0.0010 33.3% 0.0120
ATR 0.0056 0.0055 -0.0001 -1.4% 0.0000
Volume 94 641 547 581.9% 1,003
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8756 0.8731 0.8648
R3 0.8716 0.8691 0.8637
R2 0.8676 0.8676 0.8633
R1 0.8651 0.8651 0.8630 0.8644
PP 0.8636 0.8636 0.8636 0.8632
S1 0.8611 0.8611 0.8622 0.8604
S2 0.8596 0.8596 0.8619
S3 0.8556 0.8571 0.8615
S4 0.8516 0.8531 0.8604
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 0.8730 0.8621 0.0109 1.3% 0.0044 0.5% 5% False True 210
10 0.8810 0.8621 0.0189 2.2% 0.0059 0.7% 3% False True 195
20 0.8876 0.8621 0.0255 3.0% 0.0044 0.5% 2% False True 121
40 0.8928 0.8621 0.0307 3.6% 0.0040 0.5% 2% False True 86
60 0.9120 0.8621 0.0499 5.8% 0.0038 0.4% 1% False True 64
80 0.9161 0.8621 0.0540 6.3% 0.0031 0.4% 1% False True 52
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8831
2.618 0.8766
1.618 0.8726
1.000 0.8701
0.618 0.8686
HIGH 0.8661
0.618 0.8646
0.500 0.8641
0.382 0.8636
LOW 0.8621
0.618 0.8596
1.000 0.8581
1.618 0.8556
2.618 0.8516
4.250 0.8451
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 0.8641 0.8673
PP 0.8636 0.8657
S1 0.8631 0.8642

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

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