CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 20-Feb-2015

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	0.8025	0.7994	-0.0031	-0.4%	0.8025
High	0.8030	0.8035	0.0005	0.1%	0.8076
Low	0.7955	0.7953	-0.0002	0.0%	0.7953
Close	0.7995	0.7970	-0.0025	-0.3%	0.7970
Range	0.0075	0.0082	0.0007	9.3%	0.0123
ATR	0.0086	0.0086	0.0000	-0.3%	0.0000
Volume	667	2,215	1,548	232.1%	4,288

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8232	0.8183	0.8015
R3	0.8150	0.8101	0.7993
R2	0.8068	0.8068	0.7985
R1	0.8019	0.8019	0.7978	0.8003
PP	0.7986	0.7986	0.7986	0.7978
S1	0.7937	0.7937	0.7962	0.7921
S2	0.7904	0.7904	0.7955
S3	0.7822	0.7855	0.7947
S4	0.7740	0.7773	0.7925

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8292	0.8038
R3	0.8246	0.8169	0.8004
R2	0.8123	0.8123	0.7993
R1	0.8046	0.8046	0.7981	0.8023
PP	0.8000	0.8000	0.8000	0.7988
S1	0.7923	0.7923	0.7959	0.7900
S2	0.7877	0.7877	0.7947
S3	0.7754	0.7800	0.7936
S4	0.7631	0.7677	0.7902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8076	0.7953	0.0123	1.5%	0.0069	0.9%	14%	False	True	972
10	0.8076	0.7868	0.0208	2.6%	0.0081	1.0%	49%	False	False	755
20	0.8076	0.7802	0.0274	3.4%	0.0091	1.1%	61%	False	False	669
40	0.8613	0.7802	0.0811	10.2%	0.0077	1.0%	21%	False	False	535
60	0.8863	0.7802	0.1061	13.3%	0.0069	0.9%	16%	False	False	484
80	0.8928	0.7802	0.1126	14.1%	0.0060	0.7%	15%	False	False	372
100	0.8966	0.7802	0.1164	14.6%	0.0056	0.7%	14%	False	False	306
120	0.9148	0.7802	0.1346	16.9%	0.0049	0.6%	12%	False	False	257

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8384
2.618	0.8250
1.618	0.8168
1.000	0.8117
0.618	0.8086
HIGH	0.8035
0.618	0.8004
0.500	0.7994
0.382	0.7984
LOW	0.7953
0.618	0.7902
1.000	0.7871
1.618	0.7820
2.618	0.7738
4.250	0.7605

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	0.7994	0.8009
PP	0.7986	0.7996
S1	0.7978	0.7983

Download as Excel Spreadsheet

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

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