CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 0.8263 0.8232 -0.0031 -0.4% 0.8212
High 0.8263 0.8232 -0.0031 -0.4% 0.8342
Low 0.8221 0.8192 -0.0029 -0.4% 0.8192
Close 0.8249 0.8192 -0.0057 -0.7% 0.8192
Range 0.0042 0.0040 -0.0002 -4.8% 0.0150
ATR 0.0057 0.0057 0.0000 0.0% 0.0000
Volume 18 23 5 27.8% 93
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8325 0.8299 0.8214
R3 0.8285 0.8259 0.8203
R2 0.8245 0.8245 0.8199
R1 0.8219 0.8219 0.8196 0.8212
PP 0.8205 0.8205 0.8205 0.8202
S1 0.8179 0.8179 0.8188 0.8172
S2 0.8165 0.8165 0.8185
S3 0.8125 0.8139 0.8181
S4 0.8085 0.8099 0.8170
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8692 0.8592 0.8275
R3 0.8542 0.8442 0.8233
R2 0.8392 0.8392 0.8220
R1 0.8292 0.8292 0.8206 0.8267
PP 0.8242 0.8242 0.8242 0.8230
S1 0.8142 0.8142 0.8178 0.8117
S2 0.8092 0.8092 0.8165
S3 0.7942 0.7992 0.8151
S4 0.7792 0.7842 0.8110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8342 0.8192 0.0150 1.8% 0.0040 0.5% 0% False True 18
10 0.8342 0.8108 0.0234 2.9% 0.0036 0.4% 36% False False 75
20 0.8342 0.7916 0.0426 5.2% 0.0040 0.5% 65% False False 46
40 0.8342 0.7780 0.0562 6.9% 0.0041 0.5% 73% False False 45
60 0.8342 0.7780 0.0562 6.9% 0.0037 0.5% 73% False False 45
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8402
2.618 0.8337
1.618 0.8297
1.000 0.8272
0.618 0.8257
HIGH 0.8232
0.618 0.8217
0.500 0.8212
0.382 0.8207
LOW 0.8192
0.618 0.8167
1.000 0.8152
1.618 0.8127
2.618 0.8087
4.250 0.8022
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 0.8212 0.8267
PP 0.8205 0.8242
S1 0.8199 0.8217

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

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