CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 0.8417 0.8426 0.0009 0.1% 0.8564
High 0.8432 0.8443 0.0011 0.1% 0.8613
Low 0.8400 0.8413 0.0013 0.2% 0.8460
Close 0.8429 0.8414 -0.0015 -0.2% 0.8479
Range 0.0032 0.0030 -0.0002 -6.3% 0.0153
ATR 0.0051 0.0049 -0.0001 -2.9% 0.0000
Volume 219 141 -78 -35.6% 555
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8513 0.8494 0.8431
R3 0.8483 0.8464 0.8422
R2 0.8453 0.8453 0.8420
R1 0.8434 0.8434 0.8417 0.8429
PP 0.8423 0.8423 0.8423 0.8421
S1 0.8404 0.8404 0.8411 0.8399
S2 0.8393 0.8393 0.8409
S3 0.8363 0.8374 0.8406
S4 0.8333 0.8344 0.8398
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 0.8563 0.8400 0.0163 1.9% 0.0057 0.7% 9% False False 407
10 0.8613 0.8400 0.0213 2.5% 0.0042 0.5% 7% False False 253
20 0.8688 0.8400 0.0288 3.4% 0.0044 0.5% 5% False False 442
40 0.8876 0.8400 0.0476 5.7% 0.0043 0.5% 3% False False 264
60 0.8928 0.8400 0.0528 6.3% 0.0042 0.5% 3% False False 193
80 0.9120 0.8400 0.0720 8.6% 0.0039 0.5% 2% False False 149
100 0.9161 0.8400 0.0761 9.0% 0.0033 0.4% 2% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8571
2.618 0.8522
1.618 0.8492
1.000 0.8473
0.618 0.8462
HIGH 0.8443
0.618 0.8432
0.500 0.8428
0.382 0.8424
LOW 0.8413
0.618 0.8394
1.000 0.8383
1.618 0.8364
2.618 0.8334
4.250 0.8286
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 0.8428 0.8446
PP 0.8423 0.8435
S1 0.8419 0.8425

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

View Archives - Comment on this page... - Back to Index of Symbols