CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 0.8140 0.8154 0.0014 0.2% 0.7917
High 0.8156 0.8213 0.0057 0.7% 0.8250
Low 0.8140 0.8154 0.0014 0.2% 0.7917
Close 0.8150 0.8213 0.0063 0.8% 0.8145
Range 0.0016 0.0059 0.0043 268.8% 0.0333
ATR 0.0058 0.0058 0.0000 0.6% 0.0000
Volume 29 167 138 475.9% 58
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8370 0.8351 0.8245
R3 0.8311 0.8292 0.8229
R2 0.8252 0.8252 0.8224
R1 0.8233 0.8233 0.8218 0.8243
PP 0.8193 0.8193 0.8193 0.8198
S1 0.8174 0.8174 0.8208 0.8184
S2 0.8134 0.8134 0.8202
S3 0.8075 0.8115 0.8197
S4 0.8016 0.8056 0.8181
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 0.8108 0.0142 1.7% 0.0048 0.6% 74% False False 57
10 0.8250 0.7917 0.0333 4.1% 0.0042 0.5% 89% False False 32
20 0.8250 0.7810 0.0440 5.4% 0.0041 0.5% 92% False False 37
40 0.8250 0.7780 0.0470 5.7% 0.0040 0.5% 92% False False 35
60 0.8250 0.7780 0.0470 5.7% 0.0039 0.5% 92% False False 40
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8464
2.618 0.8367
1.618 0.8308
1.000 0.8272
0.618 0.8249
HIGH 0.8213
0.618 0.8190
0.500 0.8184
0.382 0.8177
LOW 0.8154
0.618 0.8118
1.000 0.8095
1.618 0.8059
2.618 0.8000
4.250 0.7903
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 0.8203 0.8196
PP 0.8193 0.8178
S1 0.8184 0.8161

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

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