CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 0.7994 0.7970 -0.0024 -0.3% 0.8025
High 0.8035 0.7971 -0.0064 -0.8% 0.8076
Low 0.7953 0.7915 -0.0038 -0.5% 0.7953
Close 0.7970 0.7942 -0.0028 -0.4% 0.7970
Range 0.0082 0.0056 -0.0026 -31.7% 0.0123
ATR 0.0086 0.0084 -0.0002 -2.5% 0.0000
Volume 2,215 723 -1,492 -67.4% 4,288
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8111 0.8082 0.7973
R3 0.8055 0.8026 0.7957
R2 0.7999 0.7999 0.7952
R1 0.7970 0.7970 0.7947 0.7957
PP 0.7943 0.7943 0.7943 0.7936
S1 0.7914 0.7914 0.7937 0.7901
S2 0.7887 0.7887 0.7932
S3 0.7831 0.7858 0.7927
S4 0.7775 0.7802 0.7911
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 0.7915 0.0161 2.0% 0.0066 0.8% 17% False True 1,002
10 0.8076 0.7868 0.0208 2.6% 0.0076 1.0% 36% False False 724
20 0.8076 0.7802 0.0274 3.5% 0.0091 1.1% 51% False False 685
40 0.8613 0.7802 0.0811 10.2% 0.0078 1.0% 17% False False 549
60 0.8863 0.7802 0.1061 13.4% 0.0069 0.9% 13% False False 492
80 0.8928 0.7802 0.1126 14.2% 0.0060 0.8% 12% False False 381
100 0.8966 0.7802 0.1164 14.7% 0.0056 0.7% 12% False False 313
120 0.9129 0.7802 0.1327 16.7% 0.0049 0.6% 11% False False 263
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8209
2.618 0.8118
1.618 0.8062
1.000 0.8027
0.618 0.8006
HIGH 0.7971
0.618 0.7950
0.500 0.7943
0.382 0.7936
LOW 0.7915
0.618 0.7880
1.000 0.7859
1.618 0.7824
2.618 0.7768
4.250 0.7677
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 0.7943 0.7975
PP 0.7943 0.7964
S1 0.7942 0.7953

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

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