CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 0.8249 0.8269 0.0020 0.2% 0.8215
High 0.8298 0.8284 -0.0014 -0.2% 0.8370
Low 0.8230 0.8230 0.0000 0.0% 0.8205
Close 0.8263 0.8264 0.0001 0.0% 0.8263
Range 0.0068 0.0054 -0.0014 -20.6% 0.0165
ATR 0.0084 0.0082 -0.0002 -2.5% 0.0000
Volume 69,718 42,610 -27,108 -38.9% 288,107
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 0.8421 0.8397 0.8294
R3 0.8367 0.8343 0.8279
R2 0.8313 0.8313 0.8274
R1 0.8289 0.8289 0.8269 0.8274
PP 0.8259 0.8259 0.8259 0.8252
S1 0.8235 0.8235 0.8259 0.8220
S2 0.8205 0.8205 0.8254
S3 0.8151 0.8181 0.8249
S4 0.8097 0.8127 0.8234
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8774 0.8684 0.8354
R3 0.8609 0.8519 0.8308
R2 0.8444 0.8444 0.8293
R1 0.8354 0.8354 0.8278 0.8399
PP 0.8279 0.8279 0.8279 0.8302
S1 0.8189 0.8189 0.8248 0.8234
S2 0.8114 0.8114 0.8233
S3 0.7949 0.8024 0.8218
S4 0.7784 0.7859 0.8172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8370 0.8217 0.0153 1.9% 0.0080 1.0% 31% False False 57,317
10 0.8370 0.8188 0.0182 2.2% 0.0081 1.0% 42% False False 59,883
20 0.8370 0.7928 0.0442 5.3% 0.0088 1.1% 76% False False 65,954
40 0.8370 0.7781 0.0589 7.1% 0.0085 1.0% 82% False False 65,119
60 0.8370 0.7781 0.0589 7.1% 0.0081 1.0% 82% False False 48,362
80 0.8435 0.7781 0.0654 7.9% 0.0086 1.0% 74% False False 36,430
100 0.8613 0.7781 0.0832 10.1% 0.0078 0.9% 58% False False 29,228
120 0.8876 0.7781 0.1095 13.3% 0.0073 0.9% 44% False False 24,384
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8514
2.618 0.8425
1.618 0.8371
1.000 0.8338
0.618 0.8317
HIGH 0.8284
0.618 0.8263
0.500 0.8257
0.382 0.8251
LOW 0.8230
0.618 0.8197
1.000 0.8176
1.618 0.8143
2.618 0.8089
4.250 0.8001
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 0.8262 0.8263
PP 0.8259 0.8262
S1 0.8257 0.8261

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

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