CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 0.8129 0.8197 0.0068 0.8% 0.7941
High 0.8229 0.8267 0.0038 0.5% 0.8267
Low 0.8105 0.8142 0.0037 0.5% 0.7900
Close 0.8209 0.8163 -0.0046 -0.6% 0.8163
Range 0.0124 0.0125 0.0001 0.8% 0.0367
ATR 0.0090 0.0093 0.0002 2.7% 0.0000
Volume 112,646 97,197 -15,449 -13.7% 445,655
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8566 0.8489 0.8232
R3 0.8441 0.8364 0.8197
R2 0.8316 0.8316 0.8186
R1 0.8239 0.8239 0.8174 0.8215
PP 0.8191 0.8191 0.8191 0.8179
S1 0.8114 0.8114 0.8152 0.8090
S2 0.8066 0.8066 0.8140
S3 0.7941 0.7989 0.8129
S4 0.7816 0.7864 0.8094
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.9211 0.9054 0.8365
R3 0.8844 0.8687 0.8264
R2 0.8477 0.8477 0.8230
R1 0.8320 0.8320 0.8197 0.8399
PP 0.8110 0.8110 0.8110 0.8149
S1 0.7953 0.7953 0.8129 0.8032
S2 0.7743 0.7743 0.8096
S3 0.7376 0.7586 0.8062
S4 0.7009 0.7219 0.7961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8267 0.7900 0.0367 4.5% 0.0118 1.4% 72% True False 89,131
10 0.8267 0.7888 0.0379 4.6% 0.0092 1.1% 73% True False 71,980
20 0.8267 0.7814 0.0453 5.5% 0.0085 1.0% 77% True False 68,250
40 0.8267 0.7781 0.0486 6.0% 0.0084 1.0% 79% True False 49,400
60 0.8267 0.7781 0.0486 6.0% 0.0086 1.1% 79% True False 33,157
80 0.8613 0.7781 0.0832 10.2% 0.0080 1.0% 46% False False 24,941
100 0.8876 0.7781 0.1095 13.4% 0.0075 0.9% 35% False False 20,028
120 0.8928 0.7781 0.1147 14.1% 0.0067 0.8% 33% False False 16,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8798
2.618 0.8594
1.618 0.8469
1.000 0.8392
0.618 0.8344
HIGH 0.8267
0.618 0.8219
0.500 0.8205
0.382 0.8190
LOW 0.8142
0.618 0.8065
1.000 0.8017
1.618 0.7940
2.618 0.7815
4.250 0.7611
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 0.8205 0.8145
PP 0.8191 0.8126
S1 0.8177 0.8108

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

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