CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 0.8247 0.8225 -0.0022 -0.3% 0.8238
High 0.8247 0.8252 0.0005 0.1% 0.8340
Low 0.8201 0.8225 0.0024 0.3% 0.8201
Close 0.8216 0.8244 0.0028 0.3% 0.8244
Range 0.0046 0.0027 -0.0019 -41.3% 0.0139
ATR 0.0059 0.0058 -0.0002 -2.8% 0.0000
Volume 73 41 -32 -43.8% 174
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8321 0.8310 0.8259
R3 0.8294 0.8283 0.8251
R2 0.8267 0.8267 0.8249
R1 0.8256 0.8256 0.8246 0.8262
PP 0.8240 0.8240 0.8240 0.8243
S1 0.8229 0.8229 0.8242 0.8235
S2 0.8213 0.8213 0.8239
S3 0.8186 0.8202 0.8237
S4 0.8159 0.8175 0.8229
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8679 0.8600 0.8320
R3 0.8540 0.8461 0.8282
R2 0.8401 0.8401 0.8269
R1 0.8322 0.8322 0.8257 0.8362
PP 0.8262 0.8262 0.8262 0.8281
S1 0.8183 0.8183 0.8231 0.8223
S2 0.8123 0.8123 0.8219
S3 0.7984 0.8044 0.8206
S4 0.7845 0.7905 0.8168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8340 0.8201 0.0139 1.7% 0.0039 0.5% 31% False False 34
10 0.8342 0.8192 0.0150 1.8% 0.0040 0.5% 35% False False 26
20 0.8342 0.7917 0.0425 5.2% 0.0042 0.5% 77% False False 49
40 0.8342 0.7780 0.0562 6.8% 0.0043 0.5% 83% False False 42
60 0.8342 0.7780 0.0562 6.8% 0.0039 0.5% 83% False False 41
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8367
2.618 0.8323
1.618 0.8296
1.000 0.8279
0.618 0.8269
HIGH 0.8252
0.618 0.8242
0.500 0.8239
0.382 0.8235
LOW 0.8225
0.618 0.8208
1.000 0.8198
1.618 0.8181
2.618 0.8154
4.250 0.8110
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 0.8242 0.8271
PP 0.8240 0.8262
S1 0.8239 0.8253

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

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