CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 0.8225 0.8256 0.0031 0.4% 0.8238
High 0.8252 0.8262 0.0010 0.1% 0.8340
Low 0.8225 0.8239 0.0014 0.2% 0.8201
Close 0.8244 0.8244 0.0000 0.0% 0.8244
Range 0.0027 0.0023 -0.0004 -14.8% 0.0139
ATR 0.0058 0.0055 -0.0002 -4.3% 0.0000
Volume 41 29 -12 -29.3% 174
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 0.8317 0.8304 0.8257
R3 0.8294 0.8281 0.8250
R2 0.8271 0.8271 0.8248
R1 0.8258 0.8258 0.8246 0.8253
PP 0.8248 0.8248 0.8248 0.8246
S1 0.8235 0.8235 0.8242 0.8230
S2 0.8225 0.8225 0.8240
S3 0.8202 0.8212 0.8238
S4 0.8179 0.8189 0.8231
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% 0.0042 0.5% 31% False False 35
10 0.8342 0.8192 0.0150 1.8% 0.0038 0.5% 35% False False 29
20 0.8342 0.7986 0.0356 4.3% 0.0044 0.5% 72% False False 50
40 0.8342 0.7780 0.0562 6.8% 0.0042 0.5% 83% False False 39
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 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8360
2.618 0.8322
1.618 0.8299
1.000 0.8285
0.618 0.8276
HIGH 0.8262
0.618 0.8253
0.500 0.8251
0.382 0.8248
LOW 0.8239
0.618 0.8225
1.000 0.8216
1.618 0.8202
2.618 0.8179
4.250 0.8141
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 0.8251 0.8240
PP 0.8248 0.8236
S1 0.8246 0.8232

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

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