CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 0.8593 0.8545 -0.0048 -0.6% 0.8700
High 0.8593 0.8577 -0.0016 -0.2% 0.8724
Low 0.8545 0.8545 0.0000 0.0% 0.8596
Close 0.8549 0.8557 0.0008 0.1% 0.8606
Range 0.0048 0.0032 -0.0016 -33.3% 0.0128
ATR 0.0055 0.0053 -0.0002 -3.0% 0.0000
Volume 110 195 85 77.3% 1,719
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8656 0.8638 0.8575
R3 0.8624 0.8606 0.8566
R2 0.8592 0.8592 0.8563
R1 0.8574 0.8574 0.8560 0.8583
PP 0.8560 0.8560 0.8560 0.8564
S1 0.8542 0.8542 0.8554 0.8551
S2 0.8528 0.8528 0.8551
S3 0.8496 0.8510 0.8548
S4 0.8464 0.8478 0.8539
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 0.8688 0.8545 0.0143 1.7% 0.0039 0.5% 8% False True 366
10 0.8775 0.8545 0.0230 2.7% 0.0043 0.5% 5% False True 241
20 0.8876 0.8545 0.0331 3.9% 0.0046 0.5% 4% False True 173
40 0.8928 0.8545 0.0383 4.5% 0.0041 0.5% 3% False True 108
60 0.8987 0.8545 0.0442 5.2% 0.0039 0.5% 3% False True 82
80 0.9161 0.8545 0.0616 7.2% 0.0033 0.4% 2% False True 65
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8713
2.618 0.8661
1.618 0.8629
1.000 0.8609
0.618 0.8597
HIGH 0.8577
0.618 0.8565
0.500 0.8561
0.382 0.8557
LOW 0.8545
0.618 0.8525
1.000 0.8513
1.618 0.8493
2.618 0.8461
4.250 0.8409
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 0.8561 0.8593
PP 0.8560 0.8581
S1 0.8558 0.8569

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

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