CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	0.8133	0.8120	-0.0013	-0.2%	0.8035
High	0.8143	0.8130	-0.0013	-0.2%	0.8195
Low	0.8098	0.8090	-0.0008	-0.1%	0.8017
Close	0.8114	0.8116	0.0002	0.0%	0.8114
Range	0.0045	0.0040	-0.0005	-11.1%	0.0178
ATR	0.0076	0.0073	-0.0003	-3.4%	0.0000
Volume	20,144	4,894	-15,250	-75.7%	334,197

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8232	0.8214	0.8138
R3	0.8192	0.8174	0.8127
R2	0.8152	0.8152	0.8123
R1	0.8134	0.8134	0.8120	0.8123
PP	0.8112	0.8112	0.8112	0.8107
S1	0.8094	0.8094	0.8112	0.8083
S2	0.8072	0.8072	0.8109
S3	0.8032	0.8054	0.8105
S4	0.7992	0.8014	0.8094

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8643	0.8556	0.8212
R3	0.8465	0.8378	0.8163
R2	0.8287	0.8287	0.8147
R1	0.8200	0.8200	0.8130	0.8244
PP	0.8109	0.8109	0.8109	0.8130
S1	0.8022	0.8022	0.8098	0.8066
S2	0.7931	0.7931	0.8081
S3	0.7753	0.7844	0.8065
S4	0.7575	0.7666	0.8016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8195	0.8037	0.0158	1.9%	0.0067	0.8%	50%	False	False	55,519
10	0.8195	0.7959	0.0236	2.9%	0.0071	0.9%	67%	False	False	62,043
20	0.8321	0.7957	0.0364	4.5%	0.0075	0.9%	44%	False	False	60,621
40	0.8386	0.7957	0.0429	5.3%	0.0075	0.9%	37%	False	False	59,020
60	0.8386	0.7814	0.0572	7.0%	0.0078	1.0%	53%	False	False	62,096
80	0.8386	0.7781	0.0605	7.5%	0.0080	1.0%	55%	False	False	54,210
100	0.8386	0.7781	0.0605	7.5%	0.0082	1.0%	55%	False	False	43,502
120	0.8613	0.7781	0.0832	10.3%	0.0079	1.0%	40%	False	False	36,301

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	0.8300
2.618	0.8235
1.618	0.8195
1.000	0.8170
0.618	0.8155
HIGH	0.8130
0.618	0.8115
0.500	0.8110
0.382	0.8105
LOW	0.8090
0.618	0.8065
1.000	0.8050
1.618	0.8025
2.618	0.7985
4.250	0.7920

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	0.8114	0.8122
PP	0.8112	0.8120
S1	0.8110	0.8118

Download as Excel Spreadsheet

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

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