CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 0.8266 0.8282 0.0016 0.2% 0.8203
High 0.8327 0.8370 0.0043 0.5% 0.8366
Low 0.8238 0.8269 0.0031 0.4% 0.8188
Close 0.8281 0.8296 0.0015 0.2% 0.8211
Range 0.0089 0.0101 0.0012 13.5% 0.0178
ATR 0.0084 0.0085 0.0001 1.5% 0.0000
Volume 53,755 64,639 10,884 20.2% 319,346
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 0.8615 0.8556 0.8352
R3 0.8514 0.8455 0.8324
R2 0.8413 0.8413 0.8315
R1 0.8354 0.8354 0.8305 0.8384
PP 0.8312 0.8312 0.8312 0.8326
S1 0.8253 0.8253 0.8287 0.8283
S2 0.8211 0.8211 0.8277
S3 0.8110 0.8152 0.8268
S4 0.8009 0.8051 0.8240
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8789 0.8678 0.8309
R3 0.8611 0.8500 0.8260
R2 0.8433 0.8433 0.8244
R1 0.8322 0.8322 0.8227 0.8378
PP 0.8255 0.8255 0.8255 0.8283
S1 0.8144 0.8144 0.8195 0.8200
S2 0.8077 0.8077 0.8178
S3 0.7899 0.7966 0.8162
S4 0.7721 0.7788 0.8113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8370 0.8188 0.0182 2.2% 0.0088 1.1% 59% True False 58,450
10 0.8370 0.8144 0.0226 2.7% 0.0083 1.0% 67% True False 59,803
20 0.8370 0.7888 0.0482 5.8% 0.0086 1.0% 85% True False 65,471
40 0.8370 0.7781 0.0589 7.1% 0.0086 1.0% 87% True False 65,940
60 0.8370 0.7781 0.0589 7.1% 0.0082 1.0% 87% True False 45,578
80 0.8435 0.7781 0.0654 7.9% 0.0086 1.0% 79% False False 34,340
100 0.8661 0.7781 0.0880 10.6% 0.0078 0.9% 59% False False 27,561
120 0.8876 0.7781 0.1095 13.2% 0.0072 0.9% 47% False False 22,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8799
2.618 0.8634
1.618 0.8533
1.000 0.8471
0.618 0.8432
HIGH 0.8370
0.618 0.8331
0.500 0.8320
0.382 0.8308
LOW 0.8269
0.618 0.8207
1.000 0.8168
1.618 0.8106
2.618 0.8005
4.250 0.7840
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 0.8320 0.8293
PP 0.8312 0.8290
S1 0.8304 0.8288

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

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