CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 0.8120 0.8171 0.0051 0.6% 0.7917
High 0.8191 0.8250 0.0059 0.7% 0.8250
Low 0.8120 0.8140 0.0020 0.2% 0.7917
Close 0.8191 0.8145 -0.0046 -0.6% 0.8145
Range 0.0071 0.0110 0.0039 54.9% 0.0333
ATR 0.0058 0.0062 0.0004 6.3% 0.0000
Volume 21 28 7 33.3% 58
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8508 0.8437 0.8206
R3 0.8398 0.8327 0.8175
R2 0.8288 0.8288 0.8165
R1 0.8217 0.8217 0.8155 0.8198
PP 0.8178 0.8178 0.8178 0.8169
S1 0.8107 0.8107 0.8135 0.8088
S2 0.8068 0.8068 0.8125
S3 0.7958 0.7997 0.8115
S4 0.7848 0.7887 0.8085
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.9103 0.8957 0.8328
R3 0.8770 0.8624 0.8237
R2 0.8437 0.8437 0.8206
R1 0.8291 0.8291 0.8176 0.8364
PP 0.8104 0.8104 0.8104 0.8141
S1 0.7958 0.7958 0.8114 0.8031
S2 0.7771 0.7771 0.8084
S3 0.7438 0.7625 0.8053
S4 0.7105 0.7292 0.7962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8250 0.7917 0.0333 4.1% 0.0058 0.7% 68% True False 11
10 0.8250 0.7916 0.0334 4.1% 0.0043 0.5% 69% True False 18
20 0.8250 0.7810 0.0440 5.4% 0.0039 0.5% 76% True False 26
40 0.8250 0.7780 0.0470 5.8% 0.0040 0.5% 78% True False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8718
2.618 0.8538
1.618 0.8428
1.000 0.8360
0.618 0.8318
HIGH 0.8250
0.618 0.8208
0.500 0.8195
0.382 0.8182
LOW 0.8140
0.618 0.8072
1.000 0.8030
1.618 0.7962
2.618 0.7852
4.250 0.7673
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 0.8195 0.8139
PP 0.8178 0.8132
S1 0.8162 0.8126

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

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