CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 0.8578 0.8564 -0.0014 -0.2% 0.8582
High 0.8578 0.8573 -0.0005 -0.1% 0.8602
Low 0.8570 0.8557 -0.0013 -0.2% 0.8541
Close 0.8570 0.8563 -0.0007 -0.1% 0.8570
Range 0.0008 0.0016 0.0008 100.0% 0.0061
ATR 0.0049 0.0047 -0.0002 -4.8% 0.0000
Volume 105 29 -76 -72.4% 613
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8612 0.8604 0.8572
R3 0.8596 0.8588 0.8567
R2 0.8580 0.8580 0.8566
R1 0.8572 0.8572 0.8564 0.8568
PP 0.8564 0.8564 0.8564 0.8563
S1 0.8556 0.8556 0.8562 0.8552
S2 0.8548 0.8548 0.8560
S3 0.8532 0.8540 0.8559
S4 0.8516 0.8524 0.8554
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 0.8602 0.8541 0.0061 0.7% 0.0030 0.3% 36% False False 128
10 0.8608 0.8536 0.0072 0.8% 0.0039 0.5% 38% False False 511
20 0.8796 0.8536 0.0260 3.0% 0.0046 0.5% 10% False False 391
40 0.8876 0.8536 0.0340 4.0% 0.0042 0.5% 8% False False 219
60 0.8961 0.8536 0.0425 5.0% 0.0041 0.5% 6% False False 160
80 0.9127 0.8536 0.0591 6.9% 0.0036 0.4% 5% False False 125
100 0.9161 0.8536 0.0625 7.3% 0.0030 0.3% 4% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8641
2.618 0.8615
1.618 0.8599
1.000 0.8589
0.618 0.8583
HIGH 0.8573
0.618 0.8567
0.500 0.8565
0.382 0.8563
LOW 0.8557
0.618 0.8547
1.000 0.8541
1.618 0.8531
2.618 0.8515
4.250 0.8489
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 0.8565 0.8572
PP 0.8564 0.8569
S1 0.8564 0.8566

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

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