CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 0.8409 0.8328 -0.0081 -1.0% 0.8440
High 0.8416 0.8349 -0.0067 -0.8% 0.8492
Low 0.8323 0.8310 -0.0013 -0.2% 0.8389
Close 0.8333 0.8327 -0.0006 -0.1% 0.8402
Range 0.0093 0.0039 -0.0054 -58.1% 0.0103
ATR 0.0053 0.0052 -0.0001 -1.8% 0.0000
Volume 152 248 96 63.2% 1,847
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8446 0.8425 0.8348
R3 0.8407 0.8386 0.8338
R2 0.8368 0.8368 0.8334
R1 0.8347 0.8347 0.8331 0.8338
PP 0.8329 0.8329 0.8329 0.8324
S1 0.8308 0.8308 0.8323 0.8299
S2 0.8290 0.8290 0.8320
S3 0.8251 0.8269 0.8316
S4 0.8212 0.8230 0.8306
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 0.8443 0.8310 0.0133 1.6% 0.0049 0.6% 13% False True 187
10 0.8613 0.8310 0.0303 3.6% 0.0055 0.7% 6% False True 277
20 0.8613 0.8310 0.0303 3.6% 0.0047 0.6% 6% False True 394
40 0.8876 0.8310 0.0566 6.8% 0.0046 0.6% 3% False True 277
60 0.8928 0.8310 0.0618 7.4% 0.0042 0.5% 3% False True 201
80 0.9120 0.8310 0.0810 9.7% 0.0041 0.5% 2% False True 156
100 0.9161 0.8310 0.0851 10.2% 0.0035 0.4% 2% False True 128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8515
2.618 0.8451
1.618 0.8412
1.000 0.8388
0.618 0.8373
HIGH 0.8349
0.618 0.8334
0.500 0.8330
0.382 0.8325
LOW 0.8310
0.618 0.8286
1.000 0.8271
1.618 0.8247
2.618 0.8208
4.250 0.8144
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 0.8330 0.8375
PP 0.8329 0.8359
S1 0.8328 0.8343

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

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