CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 0.8545 0.8566 0.0021 0.2% 0.8700
High 0.8577 0.8605 0.0028 0.3% 0.8724
Low 0.8545 0.8536 -0.0009 -0.1% 0.8596
Close 0.8557 0.8536 -0.0021 -0.2% 0.8606
Range 0.0032 0.0069 0.0037 115.6% 0.0128
ATR 0.0053 0.0054 0.0001 2.1% 0.0000
Volume 195 137 -58 -29.7% 1,719
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8766 0.8720 0.8574
R3 0.8697 0.8651 0.8555
R2 0.8628 0.8628 0.8549
R1 0.8582 0.8582 0.8542 0.8571
PP 0.8559 0.8559 0.8559 0.8553
S1 0.8513 0.8513 0.8530 0.8502
S2 0.8490 0.8490 0.8523
S3 0.8421 0.8444 0.8517
S4 0.8352 0.8375 0.8498
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 0.8661 0.8536 0.0125 1.5% 0.0047 0.5% 0% False True 375
10 0.8775 0.8536 0.0239 2.8% 0.0045 0.5% 0% False True 248
20 0.8876 0.8536 0.0340 4.0% 0.0049 0.6% 0% False True 179
40 0.8928 0.8536 0.0392 4.6% 0.0041 0.5% 0% False True 108
60 0.8987 0.8536 0.0451 5.3% 0.0040 0.5% 0% False True 84
80 0.9161 0.8536 0.0625 7.3% 0.0034 0.4% 0% False True 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8898
2.618 0.8786
1.618 0.8717
1.000 0.8674
0.618 0.8648
HIGH 0.8605
0.618 0.8579
0.500 0.8571
0.382 0.8562
LOW 0.8536
0.618 0.8493
1.000 0.8467
1.618 0.8424
2.618 0.8355
4.250 0.8243
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 0.8571 0.8571
PP 0.8559 0.8559
S1 0.8548 0.8548

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

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