CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 0.8320 0.8229 -0.0091 -1.1% 0.8409
High 0.8340 0.8275 -0.0065 -0.8% 0.8435
Low 0.8229 0.8054 -0.0175 -2.1% 0.8275
Close 0.8239 0.8079 -0.0160 -1.9% 0.8331
Range 0.0111 0.0221 0.0110 99.1% 0.0160
ATR 0.0061 0.0073 0.0011 18.7% 0.0000
Volume 429 741 312 72.7% 1,699
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8799 0.8660 0.8201
R3 0.8578 0.8439 0.8140
R2 0.8357 0.8357 0.8120
R1 0.8218 0.8218 0.8099 0.8177
PP 0.8136 0.8136 0.8136 0.8116
S1 0.7997 0.7997 0.8059 0.7956
S2 0.7915 0.7915 0.8038
S3 0.7694 0.7776 0.8018
S4 0.7473 0.7555 0.7957
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8827 0.8739 0.8419
R3 0.8667 0.8579 0.8375
R2 0.8507 0.8507 0.8360
R1 0.8419 0.8419 0.8346 0.8383
PP 0.8347 0.8347 0.8347 0.8329
S1 0.8259 0.8259 0.8316 0.8223
S2 0.8187 0.8187 0.8302
S3 0.8027 0.8099 0.8287
S4 0.7867 0.7939 0.8243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8435 0.8054 0.0381 4.7% 0.0114 1.4% 7% False True 493
10 0.8443 0.8054 0.0389 4.8% 0.0082 1.0% 6% False True 340
20 0.8613 0.8054 0.0559 6.9% 0.0063 0.8% 4% False True 294
40 0.8876 0.8054 0.0822 10.2% 0.0058 0.7% 3% False True 335
60 0.8928 0.8054 0.0874 10.8% 0.0049 0.6% 3% False True 236
80 0.8966 0.8054 0.0912 11.3% 0.0047 0.6% 3% False True 187
100 0.9152 0.8054 0.1098 13.6% 0.0040 0.5% 2% False True 152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 0.9214
2.618 0.8854
1.618 0.8633
1.000 0.8496
0.618 0.8412
HIGH 0.8275
0.618 0.8191
0.500 0.8165
0.382 0.8138
LOW 0.8054
0.618 0.7917
1.000 0.7833
1.618 0.7696
2.618 0.7475
4.250 0.7115
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 0.8165 0.8197
PP 0.8136 0.8158
S1 0.8108 0.8118

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

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