CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 0.7996 0.8029 0.0033 0.4% 0.8025
High 0.8050 0.8060 0.0010 0.1% 0.8076
Low 0.7995 0.7968 -0.0027 -0.3% 0.7953
Close 0.8035 0.7969 -0.0066 -0.8% 0.7970
Range 0.0055 0.0092 0.0037 67.3% 0.0123
ATR 0.0084 0.0085 0.0001 0.7% 0.0000
Volume 1,482 935 -547 -36.9% 4,288
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8275 0.8214 0.8020
R3 0.8183 0.8122 0.7994
R2 0.8091 0.8091 0.7986
R1 0.8030 0.8030 0.7977 0.8015
PP 0.7999 0.7999 0.7999 0.7991
S1 0.7938 0.7938 0.7961 0.7923
S2 0.7907 0.7907 0.7952
S3 0.7815 0.7846 0.7944
S4 0.7723 0.7754 0.7918
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 0.8060 0.7891 0.0169 2.1% 0.0079 1.0% 46% True False 1,292
10 0.8076 0.7891 0.0185 2.3% 0.0079 1.0% 42% False False 940
20 0.8076 0.7802 0.0274 3.4% 0.0094 1.2% 61% False False 807
40 0.8613 0.7802 0.0811 10.2% 0.0083 1.0% 21% False False 628
60 0.8796 0.7802 0.0994 12.5% 0.0070 0.9% 17% False False 549
80 0.8876 0.7802 0.1074 13.5% 0.0062 0.8% 16% False False 424
100 0.8961 0.7802 0.1159 14.5% 0.0058 0.7% 14% False False 348
120 0.9127 0.7802 0.1325 16.6% 0.0052 0.6% 13% False False 293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8451
2.618 0.8301
1.618 0.8209
1.000 0.8152
0.618 0.8117
HIGH 0.8060
0.618 0.8025
0.500 0.8014
0.382 0.8003
LOW 0.7968
0.618 0.7911
1.000 0.7876
1.618 0.7819
2.618 0.7727
4.250 0.7577
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 0.8014 0.7976
PP 0.7999 0.7973
S1 0.7984 0.7971

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

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