CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 0.8440 0.8472 0.0032 0.4% 0.8564
High 0.8481 0.8492 0.0011 0.1% 0.8613
Low 0.8434 0.8420 -0.0014 -0.2% 0.8460
Close 0.8472 0.8431 -0.0041 -0.5% 0.8479
Range 0.0047 0.0072 0.0025 53.2% 0.0153
ATR 0.0051 0.0052 0.0002 3.0% 0.0000
Volume 694 618 -76 -11.0% 555
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8664 0.8619 0.8471
R3 0.8592 0.8547 0.8451
R2 0.8520 0.8520 0.8444
R1 0.8475 0.8475 0.8438 0.8462
PP 0.8448 0.8448 0.8448 0.8441
S1 0.8403 0.8403 0.8424 0.8390
S2 0.8376 0.8376 0.8418
S3 0.8304 0.8331 0.8411
S4 0.8232 0.8259 0.8391
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8976 0.8881 0.8563
R3 0.8823 0.8728 0.8521
R2 0.8670 0.8670 0.8507
R1 0.8575 0.8575 0.8493 0.8546
PP 0.8517 0.8517 0.8517 0.8503
S1 0.8422 0.8422 0.8465 0.8393
S2 0.8364 0.8364 0.8451
S3 0.8211 0.8269 0.8437
S4 0.8058 0.8116 0.8395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8613 0.8420 0.0193 2.3% 0.0061 0.7% 6% False True 367
10 0.8613 0.8420 0.0193 2.3% 0.0045 0.5% 6% False True 248
20 0.8724 0.8420 0.0304 3.6% 0.0045 0.5% 4% False True 433
40 0.8876 0.8420 0.0456 5.4% 0.0044 0.5% 2% False True 257
60 0.8928 0.8420 0.0508 6.0% 0.0042 0.5% 2% False True 188
80 0.9120 0.8420 0.0700 8.3% 0.0039 0.5% 2% False True 145
100 0.9161 0.8420 0.0741 8.8% 0.0033 0.4% 1% False True 119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8798
2.618 0.8680
1.618 0.8608
1.000 0.8564
0.618 0.8536
HIGH 0.8492
0.618 0.8464
0.500 0.8456
0.382 0.8448
LOW 0.8420
0.618 0.8376
1.000 0.8348
1.618 0.8304
2.618 0.8232
4.250 0.8114
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 0.8456 0.8492
PP 0.8448 0.8471
S1 0.8439 0.8451

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

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