CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 0.8267 0.8343 0.0076 0.9% 0.8238
High 0.8320 0.8364 0.0044 0.5% 0.8340
Low 0.8267 0.8327 0.0060 0.7% 0.8201
Close 0.8311 0.8329 0.0018 0.2% 0.8244
Range 0.0053 0.0037 -0.0016 -30.2% 0.0139
ATR 0.0057 0.0056 0.0000 -0.5% 0.0000
Volume 40 29 -11 -27.5% 174
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 0.8451 0.8427 0.8349
R3 0.8414 0.8390 0.8339
R2 0.8377 0.8377 0.8336
R1 0.8353 0.8353 0.8332 0.8347
PP 0.8340 0.8340 0.8340 0.8337
S1 0.8316 0.8316 0.8326 0.8310
S2 0.8303 0.8303 0.8322
S3 0.8266 0.8279 0.8319
S4 0.8229 0.8242 0.8309
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 0.8364 0.8201 0.0163 2.0% 0.0037 0.4% 79% True False 42
10 0.8364 0.8192 0.0172 2.1% 0.0039 0.5% 80% True False 31
20 0.8364 0.8108 0.0256 3.1% 0.0043 0.5% 86% True False 53
40 0.8364 0.7810 0.0554 6.7% 0.0040 0.5% 94% True False 40
60 0.8364 0.7780 0.0584 7.0% 0.0039 0.5% 94% True 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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8521
2.618 0.8461
1.618 0.8424
1.000 0.8401
0.618 0.8387
HIGH 0.8364
0.618 0.8350
0.500 0.8346
0.382 0.8341
LOW 0.8327
0.618 0.8304
1.000 0.8290
1.618 0.8267
2.618 0.8230
4.250 0.8170
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 0.8346 0.8320
PP 0.8340 0.8311
S1 0.8335 0.8302

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

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