CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 0.8656 0.8616 -0.0040 -0.5% 0.8700
High 0.8661 0.8641 -0.0020 -0.2% 0.8724
Low 0.8621 0.8596 -0.0025 -0.3% 0.8596
Close 0.8626 0.8606 -0.0020 -0.2% 0.8606
Range 0.0040 0.0045 0.0005 12.5% 0.0128
ATR 0.0055 0.0054 -0.0001 -1.3% 0.0000
Volume 641 792 151 23.6% 1,719
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8749 0.8723 0.8631
R3 0.8704 0.8678 0.8618
R2 0.8659 0.8659 0.8614
R1 0.8633 0.8633 0.8610 0.8624
PP 0.8614 0.8614 0.8614 0.8610
S1 0.8588 0.8588 0.8602 0.8579
S2 0.8569 0.8569 0.8598
S3 0.8524 0.8543 0.8594
S4 0.8479 0.8498 0.8581
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9026 0.8944 0.8676
R3 0.8898 0.8816 0.8641
R2 0.8770 0.8770 0.8629
R1 0.8688 0.8688 0.8618 0.8665
PP 0.8642 0.8642 0.8642 0.8631
S1 0.8560 0.8560 0.8594 0.8537
S2 0.8514 0.8514 0.8583
S3 0.8386 0.8432 0.8571
S4 0.8258 0.8304 0.8536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8724 0.8596 0.0128 1.5% 0.0042 0.5% 8% False True 343
10 0.8796 0.8596 0.0200 2.3% 0.0053 0.6% 5% False True 272
20 0.8876 0.8596 0.0280 3.3% 0.0045 0.5% 4% False True 159
40 0.8928 0.8596 0.0332 3.9% 0.0040 0.5% 3% False True 105
60 0.9120 0.8596 0.0524 6.1% 0.0039 0.4% 2% False True 77
80 0.9161 0.8596 0.0565 6.6% 0.0032 0.4% 2% False True 62
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8832
2.618 0.8759
1.618 0.8714
1.000 0.8686
0.618 0.8669
HIGH 0.8641
0.618 0.8624
0.500 0.8619
0.382 0.8613
LOW 0.8596
0.618 0.8568
1.000 0.8551
1.618 0.8523
2.618 0.8478
4.250 0.8405
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 0.8619 0.8642
PP 0.8614 0.8630
S1 0.8610 0.8618

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

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