CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 0.8359 0.8338 -0.0021 -0.3% 0.8269
High 0.8386 0.8343 -0.0043 -0.5% 0.8386
Low 0.8324 0.8283 -0.0041 -0.5% 0.8230
Close 0.8333 0.8324 -0.0009 -0.1% 0.8324
Range 0.0062 0.0060 -0.0002 -3.2% 0.0156
ATR 0.0080 0.0079 -0.0001 -1.8% 0.0000
Volume 57,411 54,970 -2,441 -4.3% 267,861
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8497 0.8470 0.8357
R3 0.8437 0.8410 0.8341
R2 0.8377 0.8377 0.8335
R1 0.8350 0.8350 0.8330 0.8334
PP 0.8317 0.8317 0.8317 0.8308
S1 0.8290 0.8290 0.8319 0.8274
S2 0.8257 0.8257 0.8313
S3 0.8197 0.8230 0.8308
S4 0.8137 0.8170 0.8291
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8781 0.8709 0.8410
R3 0.8625 0.8553 0.8367
R2 0.8469 0.8469 0.8353
R1 0.8397 0.8397 0.8338 0.8433
PP 0.8313 0.8313 0.8313 0.8332
S1 0.8241 0.8241 0.8310 0.8277
S2 0.8157 0.8157 0.8295
S3 0.8001 0.8085 0.8281
S4 0.7845 0.7929 0.8238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8386 0.8230 0.0156 1.9% 0.0067 0.8% 60% False False 53,572
10 0.8386 0.8205 0.0181 2.2% 0.0074 0.9% 66% False False 55,596
20 0.8386 0.8120 0.0266 3.2% 0.0075 0.9% 77% False False 57,418
40 0.8386 0.7814 0.0572 6.9% 0.0080 1.0% 89% False False 62,834
60 0.8386 0.7781 0.0605 7.3% 0.0081 1.0% 90% False False 52,072
80 0.8386 0.7781 0.0605 7.3% 0.0083 1.0% 90% False False 39,222
100 0.8613 0.7781 0.0832 10.0% 0.0079 1.0% 65% False False 31,437
120 0.8876 0.7781 0.1095 13.2% 0.0075 0.9% 50% False False 26,260
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8598
2.618 0.8500
1.618 0.8440
1.000 0.8403
0.618 0.8380
HIGH 0.8343
0.618 0.8320
0.500 0.8313
0.382 0.8306
LOW 0.8283
0.618 0.8246
1.000 0.8223
1.618 0.8186
2.618 0.8126
4.250 0.8028
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 0.8320 0.8335
PP 0.8317 0.8331
S1 0.8313 0.8328

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

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