CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 0.8338 0.8319 -0.0019 -0.2% 0.8269
High 0.8343 0.8321 -0.0022 -0.3% 0.8386
Low 0.8283 0.8212 -0.0071 -0.9% 0.8230
Close 0.8324 0.8217 -0.0107 -1.3% 0.8324
Range 0.0060 0.0109 0.0049 81.7% 0.0156
ATR 0.0079 0.0081 0.0002 3.0% 0.0000
Volume 54,970 47,009 -7,961 -14.5% 267,861
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 0.8577 0.8506 0.8277
R3 0.8468 0.8397 0.8247
R2 0.8359 0.8359 0.8237
R1 0.8288 0.8288 0.8227 0.8269
PP 0.8250 0.8250 0.8250 0.8241
S1 0.8179 0.8179 0.8207 0.8160
S2 0.8141 0.8141 0.8197
S3 0.8032 0.8070 0.8187
S4 0.7923 0.7961 0.8157
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 0.8212 0.0174 2.1% 0.0078 0.9% 3% False True 54,452
10 0.8386 0.8212 0.0174 2.1% 0.0079 1.0% 3% False True 55,884
20 0.8386 0.8120 0.0266 3.2% 0.0078 0.9% 36% False False 57,293
40 0.8386 0.7814 0.0572 7.0% 0.0080 1.0% 70% False False 61,842
60 0.8386 0.7781 0.0605 7.4% 0.0082 1.0% 72% False False 52,819
80 0.8386 0.7781 0.0605 7.4% 0.0084 1.0% 72% False False 39,782
100 0.8613 0.7781 0.0832 10.1% 0.0080 1.0% 52% False False 31,905
120 0.8863 0.7781 0.1082 13.2% 0.0075 0.9% 40% False False 26,651
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 0.0014
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8784
2.618 0.8606
1.618 0.8497
1.000 0.8430
0.618 0.8388
HIGH 0.8321
0.618 0.8279
0.500 0.8267
0.382 0.8254
LOW 0.8212
0.618 0.8145
1.000 0.8103
1.618 0.8036
2.618 0.7927
4.250 0.7749
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 0.8267 0.8299
PP 0.8250 0.8272
S1 0.8234 0.8244

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

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