CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 0.8582 0.8567 -0.0015 -0.2% 0.8593
High 0.8602 0.8587 -0.0015 -0.2% 0.8608
Low 0.8554 0.8541 -0.0013 -0.2% 0.8536
Close 0.8556 0.8575 0.0019 0.2% 0.8584
Range 0.0048 0.0046 -0.0002 -4.2% 0.0072
ATR 0.0054 0.0054 -0.0001 -1.1% 0.0000
Volume 120 184 64 53.3% 4,473
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8706 0.8686 0.8600
R3 0.8660 0.8640 0.8588
R2 0.8614 0.8614 0.8583
R1 0.8594 0.8594 0.8579 0.8604
PP 0.8568 0.8568 0.8568 0.8573
S1 0.8548 0.8548 0.8571 0.8558
S2 0.8522 0.8522 0.8567
S3 0.8476 0.8502 0.8562
S4 0.8430 0.8456 0.8550
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% 0.0052 0.6% 54% False False 894
10 0.8688 0.8536 0.0152 1.8% 0.0045 0.5% 26% False False 630
20 0.8863 0.8536 0.0327 3.8% 0.0053 0.6% 12% False False 378
40 0.8928 0.8536 0.0392 4.6% 0.0043 0.5% 10% False False 213
60 0.8966 0.8536 0.0430 5.0% 0.0042 0.5% 9% False False 156
80 0.9129 0.8536 0.0593 6.9% 0.0035 0.4% 7% False False 121
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8783
2.618 0.8707
1.618 0.8661
1.000 0.8633
0.618 0.8615
HIGH 0.8587
0.618 0.8569
0.500 0.8564
0.382 0.8559
LOW 0.8541
0.618 0.8513
1.000 0.8495
1.618 0.8467
2.618 0.8421
4.250 0.8346
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 0.8571 0.8575
PP 0.8568 0.8575
S1 0.8564 0.8575

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

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