CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 0.8553 0.8584 0.0031 0.4% 0.8582
High 0.8590 0.8613 0.0023 0.3% 0.8602
Low 0.8553 0.8568 0.0015 0.2% 0.8541
Close 0.8586 0.8579 -0.0007 -0.1% 0.8570
Range 0.0037 0.0045 0.0008 21.6% 0.0061
ATR 0.0046 0.0046 0.0000 -0.1% 0.0000
Volume 42 118 76 181.0% 613
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8722 0.8695 0.8604
R3 0.8677 0.8650 0.8591
R2 0.8632 0.8632 0.8587
R1 0.8605 0.8605 0.8583 0.8596
PP 0.8587 0.8587 0.8587 0.8582
S1 0.8560 0.8560 0.8575 0.8551
S2 0.8542 0.8542 0.8571
S3 0.8497 0.8515 0.8567
S4 0.8452 0.8470 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 0.8613 0.8553 0.0060 0.7% 0.0027 0.3% 43% True False 99
10 0.8613 0.8536 0.0077 0.9% 0.0040 0.5% 56% True False 497
20 0.8775 0.8536 0.0239 2.8% 0.0041 0.5% 18% False False 369
40 0.8876 0.8536 0.0340 4.0% 0.0042 0.5% 13% False False 221
60 0.8961 0.8536 0.0425 5.0% 0.0041 0.5% 10% False False 161
80 0.9120 0.8536 0.0584 6.8% 0.0037 0.4% 7% False False 127
100 0.9161 0.8536 0.0625 7.3% 0.0030 0.4% 7% False False 102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8804
2.618 0.8731
1.618 0.8686
1.000 0.8658
0.618 0.8641
HIGH 0.8613
0.618 0.8596
0.500 0.8591
0.382 0.8585
LOW 0.8568
0.618 0.8540
1.000 0.8523
1.618 0.8495
2.618 0.8450
4.250 0.8377
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 0.8591 0.8583
PP 0.8587 0.8582
S1 0.8583 0.8580

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

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