CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 0.8044 0.8033 -0.0011 -0.1% 0.8124
High 0.8054 0.8033 -0.0021 -0.3% 0.8143
Low 0.7979 0.7957 -0.0022 -0.3% 0.7972
Close 0.8033 0.7981 -0.0052 -0.6% 0.8033
Range 0.0075 0.0076 0.0001 1.3% 0.0171
ATR 0.0079 0.0079 0.0000 -0.3% 0.0000
Volume 77,810 50,192 -27,618 -35.5% 288,301
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8218 0.8176 0.8023
R3 0.8142 0.8100 0.8002
R2 0.8066 0.8066 0.7995
R1 0.8024 0.8024 0.7988 0.8007
PP 0.7990 0.7990 0.7990 0.7982
S1 0.7948 0.7948 0.7974 0.7931
S2 0.7914 0.7914 0.7967
S3 0.7838 0.7872 0.7960
S4 0.7762 0.7796 0.7939
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8562 0.8469 0.8127
R3 0.8391 0.8298 0.8080
R2 0.8220 0.8220 0.8064
R1 0.8127 0.8127 0.8049 0.8088
PP 0.8049 0.8049 0.8049 0.8030
S1 0.7956 0.7956 0.8017 0.7917
S2 0.7878 0.7878 0.8002
S3 0.7707 0.7785 0.7986
S4 0.7536 0.7614 0.7939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8143 0.7957 0.0186 2.3% 0.0080 1.0% 13% False True 67,698
10 0.8321 0.7957 0.0364 4.6% 0.0080 1.0% 7% False True 59,199
20 0.8386 0.7957 0.0429 5.4% 0.0077 1.0% 6% False True 57,398
40 0.8386 0.7888 0.0498 6.2% 0.0080 1.0% 19% False False 61,504
60 0.8386 0.7781 0.0605 7.6% 0.0082 1.0% 33% False False 61,565
80 0.8386 0.7781 0.0605 7.6% 0.0081 1.0% 33% False False 46,527
100 0.8443 0.7781 0.0662 8.3% 0.0083 1.0% 30% False False 37,332
120 0.8724 0.7781 0.0943 11.8% 0.0076 1.0% 21% False False 31,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8356
2.618 0.8232
1.618 0.8156
1.000 0.8109
0.618 0.8080
HIGH 0.8033
0.618 0.8004
0.500 0.7995
0.382 0.7986
LOW 0.7957
0.618 0.7910
1.000 0.7881
1.618 0.7834
2.618 0.7758
4.250 0.7634
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 0.7995 0.8006
PP 0.7990 0.7997
S1 0.7986 0.7989

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

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