CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 0.8569 0.8578 0.0009 0.1% 0.8582
High 0.8587 0.8578 -0.0009 -0.1% 0.8602
Low 0.8557 0.8570 0.0013 0.2% 0.8541
Close 0.8571 0.8570 -0.0001 0.0% 0.8570
Range 0.0030 0.0008 -0.0022 -73.3% 0.0061
ATR 0.0052 0.0049 -0.0003 -6.0% 0.0000
Volume 204 105 -99 -48.5% 613
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8597 0.8591 0.8574
R3 0.8589 0.8583 0.8572
R2 0.8581 0.8581 0.8571
R1 0.8575 0.8575 0.8571 0.8574
PP 0.8573 0.8573 0.8573 0.8572
S1 0.8567 0.8567 0.8569 0.8566
S2 0.8565 0.8565 0.8569
S3 0.8557 0.8559 0.8568
S4 0.8549 0.8551 0.8566
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8754 0.8723 0.8604
R3 0.8693 0.8662 0.8587
R2 0.8632 0.8632 0.8581
R1 0.8601 0.8601 0.8576 0.8586
PP 0.8571 0.8571 0.8571 0.8564
S1 0.8540 0.8540 0.8564 0.8525
S2 0.8510 0.8510 0.8559
S3 0.8449 0.8479 0.8553
S4 0.8388 0.8418 0.8536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8541 0.0067 0.8% 0.0037 0.4% 43% False False 153
10 0.8641 0.8536 0.0105 1.2% 0.0042 0.5% 32% False False 587
20 0.8810 0.8536 0.0274 3.2% 0.0051 0.6% 12% False False 391
40 0.8892 0.8536 0.0356 4.2% 0.0042 0.5% 10% False False 220
60 0.8966 0.8536 0.0430 5.0% 0.0042 0.5% 8% False False 160
80 0.9129 0.8536 0.0593 6.9% 0.0036 0.4% 6% False False 125
100 0.9161 0.8536 0.0625 7.3% 0.0030 0.3% 5% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8612
2.618 0.8599
1.618 0.8591
1.000 0.8586
0.618 0.8583
HIGH 0.8578
0.618 0.8575
0.500 0.8574
0.382 0.8573
LOW 0.8570
0.618 0.8565
1.000 0.8562
1.618 0.8557
2.618 0.8549
4.250 0.8536
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 0.8574 0.8568
PP 0.8573 0.8566
S1 0.8571 0.8564

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

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