CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 0.7940 0.8026 0.0086 1.1% 0.7873
High 0.8054 0.8064 0.0010 0.1% 0.8075
Low 0.7940 0.7960 0.0020 0.3% 0.7830
Close 0.8025 0.7969 -0.0056 -0.7% 0.7969
Range 0.0114 0.0104 -0.0010 -8.8% 0.0245
ATR 0.0091 0.0092 0.0001 1.1% 0.0000
Volume 447 1,028 581 130.0% 4,871
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8310 0.8243 0.8026
R3 0.8206 0.8139 0.7998
R2 0.8102 0.8102 0.7988
R1 0.8035 0.8035 0.7979 0.8017
PP 0.7998 0.7998 0.7998 0.7988
S1 0.7931 0.7931 0.7959 0.7913
S2 0.7894 0.7894 0.7950
S3 0.7790 0.7827 0.7940
S4 0.7686 0.7723 0.7912
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8693 0.8576 0.8104
R3 0.8448 0.8331 0.8036
R2 0.8203 0.8203 0.8014
R1 0.8086 0.8086 0.7991 0.8145
PP 0.7958 0.7958 0.7958 0.7987
S1 0.7841 0.7841 0.7947 0.7900
S2 0.7713 0.7713 0.7924
S3 0.7468 0.7596 0.7902
S4 0.7223 0.7351 0.7834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8075 0.7830 0.0245 3.1% 0.0128 1.6% 57% False False 974
10 0.8075 0.7802 0.0273 3.4% 0.0105 1.3% 61% False False 646
20 0.8440 0.7802 0.0638 8.0% 0.0096 1.2% 26% False False 609
40 0.8688 0.7802 0.0886 11.1% 0.0070 0.9% 19% False False 525
60 0.8876 0.7802 0.1074 13.5% 0.0060 0.8% 16% False False 379
80 0.8928 0.7802 0.1126 14.1% 0.0056 0.7% 15% False False 297
100 0.9120 0.7802 0.1318 16.5% 0.0051 0.6% 13% False False 241
120 0.9161 0.7802 0.1359 17.1% 0.0043 0.5% 12% False False 204
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8506
2.618 0.8336
1.618 0.8232
1.000 0.8168
0.618 0.8128
HIGH 0.8064
0.618 0.8024
0.500 0.8012
0.382 0.8000
LOW 0.7960
0.618 0.7896
1.000 0.7856
1.618 0.7792
2.618 0.7688
4.250 0.7518
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 0.8012 0.7998
PP 0.7998 0.7988
S1 0.7983 0.7979

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

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