CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 0.8260 0.8315 0.0055 0.7% 0.8150
High 0.8290 0.8342 0.0052 0.6% 0.8223
Low 0.8252 0.8295 0.0043 0.5% 0.8108
Close 0.8287 0.8299 0.0012 0.1% 0.8192
Range 0.0038 0.0047 0.0009 23.7% 0.0115
ATR 0.0055 0.0055 0.0000 -0.1% 0.0000
Volume 29 17 -12 -41.4% 661
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8453 0.8423 0.8325
R3 0.8406 0.8376 0.8312
R2 0.8359 0.8359 0.8308
R1 0.8329 0.8329 0.8303 0.8321
PP 0.8312 0.8312 0.8312 0.8308
S1 0.8282 0.8282 0.8295 0.8274
S2 0.8265 0.8265 0.8290
S3 0.8218 0.8235 0.8286
S4 0.8171 0.8188 0.8273
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8519 0.8471 0.8255
R3 0.8404 0.8356 0.8224
R2 0.8289 0.8289 0.8213
R1 0.8241 0.8241 0.8203 0.8265
PP 0.8174 0.8174 0.8174 0.8187
S1 0.8126 0.8126 0.8181 0.8150
S2 0.8059 0.8059 0.8171
S3 0.7944 0.8011 0.8160
S4 0.7829 0.7896 0.8129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8342 0.8154 0.0188 2.3% 0.0042 0.5% 77% True False 124
10 0.8342 0.8108 0.0234 2.8% 0.0046 0.6% 82% True False 76
20 0.8342 0.7907 0.0435 5.2% 0.0040 0.5% 90% True False 46
40 0.8342 0.7780 0.0562 6.8% 0.0041 0.5% 92% True False 45
60 0.8342 0.7780 0.0562 6.8% 0.0037 0.4% 92% True False 45
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8542
2.618 0.8465
1.618 0.8418
1.000 0.8389
0.618 0.8371
HIGH 0.8342
0.618 0.8324
0.500 0.8319
0.382 0.8313
LOW 0.8295
0.618 0.8266
1.000 0.8248
1.618 0.8219
2.618 0.8172
4.250 0.8095
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 0.8319 0.8292
PP 0.8312 0.8284
S1 0.8306 0.8277

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

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