CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 0.8600 0.8582 -0.0018 -0.2% 0.8593
High 0.8608 0.8602 -0.0006 -0.1% 0.8608
Low 0.8554 0.8554 0.0000 0.0% 0.8536
Close 0.8584 0.8556 -0.0028 -0.3% 0.8584
Range 0.0054 0.0048 -0.0006 -11.1% 0.0072
ATR 0.0055 0.0054 0.0000 -0.9% 0.0000
Volume 156 120 -36 -23.1% 4,473
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8715 0.8683 0.8582
R3 0.8667 0.8635 0.8569
R2 0.8619 0.8619 0.8565
R1 0.8587 0.8587 0.8560 0.8579
PP 0.8571 0.8571 0.8571 0.8567
S1 0.8539 0.8539 0.8552 0.8531
S2 0.8523 0.8523 0.8547
S3 0.8475 0.8491 0.8543
S4 0.8427 0.8443 0.8530
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% 28% False False 896
10 0.8724 0.8536 0.0188 2.2% 0.0048 0.6% 11% False False 621
20 0.8863 0.8536 0.0327 3.8% 0.0052 0.6% 6% False False 381
40 0.8928 0.8536 0.0392 4.6% 0.0042 0.5% 5% False False 209
60 0.8966 0.8536 0.0430 5.0% 0.0042 0.5% 5% False False 153
80 0.9148 0.8536 0.0612 7.2% 0.0035 0.4% 3% False False 119
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8806
2.618 0.8728
1.618 0.8680
1.000 0.8650
0.618 0.8632
HIGH 0.8602
0.618 0.8584
0.500 0.8578
0.382 0.8572
LOW 0.8554
0.618 0.8524
1.000 0.8506
1.618 0.8476
2.618 0.8428
4.250 0.8350
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 0.8578 0.8581
PP 0.8571 0.8573
S1 0.8563 0.8564

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

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