CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 0.8281 0.8247 -0.0034 -0.4% 0.8212
High 0.8340 0.8247 -0.0093 -1.1% 0.8342
Low 0.8277 0.8201 -0.0076 -0.9% 0.8192
Close 0.8277 0.8216 -0.0061 -0.7% 0.8192
Range 0.0063 0.0046 -0.0017 -27.0% 0.0150
ATR 0.0058 0.0059 0.0001 2.2% 0.0000
Volume 30 73 43 143.3% 93
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 0.8359 0.8334 0.8241
R3 0.8313 0.8288 0.8229
R2 0.8267 0.8267 0.8224
R1 0.8242 0.8242 0.8220 0.8232
PP 0.8221 0.8221 0.8221 0.8216
S1 0.8196 0.8196 0.8212 0.8186
S2 0.8175 0.8175 0.8208
S3 0.8129 0.8150 0.8203
S4 0.8083 0.8104 0.8191
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 0.8340 0.8192 0.0148 1.8% 0.0041 0.5% 16% False False 31
10 0.8342 0.8192 0.0150 1.8% 0.0040 0.5% 16% False False 62
20 0.8342 0.7917 0.0425 5.2% 0.0041 0.5% 70% False False 47
40 0.8342 0.7780 0.0562 6.8% 0.0043 0.5% 78% False False 43
60 0.8342 0.7780 0.0562 6.8% 0.0038 0.5% 78% False False 41
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8443
2.618 0.8367
1.618 0.8321
1.000 0.8293
0.618 0.8275
HIGH 0.8247
0.618 0.8229
0.500 0.8224
0.382 0.8219
LOW 0.8201
0.618 0.8173
1.000 0.8155
1.618 0.8127
2.618 0.8081
4.250 0.8006
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 0.8224 0.8271
PP 0.8221 0.8252
S1 0.8219 0.8234

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

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