CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 0.8559 0.8600 0.0041 0.5% 0.8593
High 0.8601 0.8608 0.0007 0.1% 0.8608
Low 0.8559 0.8554 -0.0005 -0.1% 0.8536
Close 0.8587 0.8584 -0.0003 0.0% 0.8584
Range 0.0042 0.0054 0.0012 28.6% 0.0072
ATR 0.0055 0.0055 0.0000 -0.1% 0.0000
Volume 3,875 156 -3,719 -96.0% 4,473
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8744 0.8718 0.8614
R3 0.8690 0.8664 0.8599
R2 0.8636 0.8636 0.8594
R1 0.8610 0.8610 0.8589 0.8596
PP 0.8582 0.8582 0.8582 0.8575
S1 0.8556 0.8556 0.8579 0.8542
S2 0.8528 0.8528 0.8574
S3 0.8474 0.8502 0.8569
S4 0.8420 0.8448 0.8554
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8792 0.8760 0.8624
R3 0.8720 0.8688 0.8604
R2 0.8648 0.8648 0.8597
R1 0.8616 0.8616 0.8591 0.8596
PP 0.8576 0.8576 0.8576 0.8566
S1 0.8544 0.8544 0.8577 0.8524
S2 0.8504 0.8504 0.8571
S3 0.8432 0.8472 0.8564
S4 0.8360 0.8400 0.8544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8536 0.0072 0.8% 0.0049 0.6% 67% True False 894
10 0.8724 0.8536 0.0188 2.2% 0.0046 0.5% 26% False False 619
20 0.8876 0.8536 0.0340 4.0% 0.0052 0.6% 14% False False 376
40 0.8928 0.8536 0.0392 4.6% 0.0041 0.5% 12% False False 207
60 0.8966 0.8536 0.0430 5.0% 0.0041 0.5% 11% False False 151
80 0.9152 0.8536 0.0616 7.2% 0.0034 0.4% 8% False False 117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8838
2.618 0.8749
1.618 0.8695
1.000 0.8662
0.618 0.8641
HIGH 0.8608
0.618 0.8587
0.500 0.8581
0.382 0.8575
LOW 0.8554
0.618 0.8521
1.000 0.8500
1.618 0.8467
2.618 0.8413
4.250 0.8325
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 0.8583 0.8580
PP 0.8582 0.8576
S1 0.8581 0.8572

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

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