CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 0.8033 0.7980 -0.0053 -0.7% 0.8124
High 0.8033 0.8083 0.0050 0.6% 0.8143
Low 0.7957 0.7975 0.0018 0.2% 0.7972
Close 0.7981 0.8061 0.0080 1.0% 0.8033
Range 0.0076 0.0108 0.0032 42.1% 0.0171
ATR 0.0079 0.0081 0.0002 2.6% 0.0000
Volume 50,192 75,116 24,924 49.7% 288,301
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8364 0.8320 0.8120
R3 0.8256 0.8212 0.8091
R2 0.8148 0.8148 0.8081
R1 0.8104 0.8104 0.8071 0.8126
PP 0.8040 0.8040 0.8040 0.8051
S1 0.7996 0.7996 0.8051 0.8018
S2 0.7932 0.7932 0.8041
S3 0.7824 0.7888 0.8031
S4 0.7716 0.7780 0.8002
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 0.8083 0.7957 0.0126 1.6% 0.0079 1.0% 83% True False 68,228
10 0.8241 0.7957 0.0284 3.5% 0.0080 1.0% 37% False False 62,010
20 0.8386 0.7957 0.0429 5.3% 0.0079 1.0% 24% False False 58,947
40 0.8386 0.7888 0.0498 6.2% 0.0082 1.0% 35% False False 62,468
60 0.8386 0.7781 0.0605 7.5% 0.0082 1.0% 46% False False 62,652
80 0.8386 0.7781 0.0605 7.5% 0.0081 1.0% 46% False False 47,460
100 0.8443 0.7781 0.0662 8.2% 0.0083 1.0% 42% False False 38,081
120 0.8724 0.7781 0.0943 11.7% 0.0077 1.0% 30% False False 31,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8542
2.618 0.8366
1.618 0.8258
1.000 0.8191
0.618 0.8150
HIGH 0.8083
0.618 0.8042
0.500 0.8029
0.382 0.8016
LOW 0.7975
0.618 0.7908
1.000 0.7867
1.618 0.7800
2.618 0.7692
4.250 0.7516
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 0.8050 0.8047
PP 0.8040 0.8034
S1 0.8029 0.8020

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

View Archives - Comment on this page... - Back to Index of Symbols