CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 0.8616 0.8593 -0.0023 -0.3% 0.8700
High 0.8641 0.8593 -0.0048 -0.6% 0.8724
Low 0.8596 0.8545 -0.0051 -0.6% 0.8596
Close 0.8606 0.8549 -0.0057 -0.7% 0.8606
Range 0.0045 0.0048 0.0003 6.7% 0.0128
ATR 0.0054 0.0055 0.0000 0.9% 0.0000
Volume 792 110 -682 -86.1% 1,719
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8706 0.8676 0.8575
R3 0.8658 0.8628 0.8562
R2 0.8610 0.8610 0.8558
R1 0.8580 0.8580 0.8553 0.8571
PP 0.8562 0.8562 0.8562 0.8558
S1 0.8532 0.8532 0.8545 0.8523
S2 0.8514 0.8514 0.8540
S3 0.8466 0.8484 0.8536
S4 0.8418 0.8436 0.8523
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 0.8545 0.0179 2.1% 0.0046 0.5% 2% False True 345
10 0.8789 0.8545 0.0244 2.9% 0.0046 0.5% 2% False True 268
20 0.8876 0.8545 0.0331 3.9% 0.0044 0.5% 1% False True 164
40 0.8928 0.8545 0.0383 4.5% 0.0040 0.5% 1% False True 105
60 0.9011 0.8545 0.0466 5.5% 0.0039 0.5% 1% False True 79
80 0.9161 0.8545 0.0616 7.2% 0.0032 0.4% 1% False True 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8797
2.618 0.8719
1.618 0.8671
1.000 0.8641
0.618 0.8623
HIGH 0.8593
0.618 0.8575
0.500 0.8569
0.382 0.8563
LOW 0.8545
0.618 0.8515
1.000 0.8497
1.618 0.8467
2.618 0.8419
4.250 0.8341
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 0.8569 0.8603
PP 0.8562 0.8585
S1 0.8556 0.8567

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

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