CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 0.8564 0.8553 -0.0011 -0.1% 0.8582
High 0.8573 0.8590 0.0017 0.2% 0.8602
Low 0.8557 0.8553 -0.0004 0.0% 0.8541
Close 0.8563 0.8586 0.0023 0.3% 0.8570
Range 0.0016 0.0037 0.0021 131.3% 0.0061
ATR 0.0047 0.0046 -0.0001 -1.5% 0.0000
Volume 29 42 13 44.8% 613
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8687 0.8674 0.8606
R3 0.8650 0.8637 0.8596
R2 0.8613 0.8613 0.8593
R1 0.8600 0.8600 0.8589 0.8607
PP 0.8576 0.8576 0.8576 0.8580
S1 0.8563 0.8563 0.8583 0.8570
S2 0.8539 0.8539 0.8579
S3 0.8502 0.8526 0.8576
S4 0.8465 0.8489 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 0.8590 0.8541 0.0049 0.6% 0.0027 0.3% 92% True False 112
10 0.8608 0.8536 0.0072 0.8% 0.0038 0.4% 69% False False 504
20 0.8789 0.8536 0.0253 2.9% 0.0042 0.5% 20% False False 386
40 0.8876 0.8536 0.0340 4.0% 0.0042 0.5% 15% False False 220
60 0.8961 0.8536 0.0425 4.9% 0.0041 0.5% 12% False False 161
80 0.9120 0.8536 0.0584 6.8% 0.0037 0.4% 9% False False 125
100 0.9161 0.8536 0.0625 7.3% 0.0030 0.3% 8% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8747
2.618 0.8687
1.618 0.8650
1.000 0.8627
0.618 0.8613
HIGH 0.8590
0.618 0.8576
0.500 0.8572
0.382 0.8567
LOW 0.8553
0.618 0.8530
1.000 0.8516
1.618 0.8493
2.618 0.8456
4.250 0.8396
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 0.8581 0.8581
PP 0.8576 0.8576
S1 0.8572 0.8572

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

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