CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 0.8426 0.8429 0.0003 0.0% 0.8440
High 0.8443 0.8440 -0.0003 0.0% 0.8492
Low 0.8413 0.8389 -0.0024 -0.3% 0.8389
Close 0.8414 0.8402 -0.0012 -0.1% 0.8402
Range 0.0030 0.0051 0.0021 70.0% 0.0103
ATR 0.0049 0.0049 0.0000 0.2% 0.0000
Volume 141 175 34 24.1% 1,847
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8563 0.8534 0.8430
R3 0.8512 0.8483 0.8416
R2 0.8461 0.8461 0.8411
R1 0.8432 0.8432 0.8407 0.8421
PP 0.8410 0.8410 0.8410 0.8405
S1 0.8381 0.8381 0.8397 0.8370
S2 0.8359 0.8359 0.8393
S3 0.8308 0.8330 0.8388
S4 0.8257 0.8279 0.8374
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8737 0.8672 0.8459
R3 0.8634 0.8569 0.8430
R2 0.8531 0.8531 0.8421
R1 0.8466 0.8466 0.8411 0.8447
PP 0.8428 0.8428 0.8428 0.8418
S1 0.8363 0.8363 0.8393 0.8344
S2 0.8325 0.8325 0.8383
S3 0.8222 0.8260 0.8374
S4 0.8119 0.8157 0.8345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8492 0.8389 0.0103 1.2% 0.0046 0.6% 13% False True 369
10 0.8613 0.8389 0.0224 2.7% 0.0044 0.5% 6% False True 250
20 0.8661 0.8389 0.0272 3.2% 0.0045 0.5% 5% False True 446
40 0.8876 0.8389 0.0487 5.8% 0.0044 0.5% 3% False True 268
60 0.8928 0.8389 0.0539 6.4% 0.0042 0.5% 2% False True 195
80 0.9120 0.8389 0.0731 8.7% 0.0040 0.5% 2% False True 152
100 0.9161 0.8389 0.0772 9.2% 0.0034 0.4% 2% False True 124
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8657
2.618 0.8574
1.618 0.8523
1.000 0.8491
0.618 0.8472
HIGH 0.8440
0.618 0.8421
0.500 0.8415
0.382 0.8408
LOW 0.8389
0.618 0.8357
1.000 0.8338
1.618 0.8306
2.618 0.8255
4.250 0.8172
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 0.8415 0.8416
PP 0.8410 0.8411
S1 0.8406 0.8407

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

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