CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 0.8345 0.8300 -0.0045 -0.5% 0.8256
High 0.8349 0.8311 -0.0038 -0.5% 0.8364
Low 0.8308 0.8273 -0.0035 -0.4% 0.8239
Close 0.8313 0.8304 -0.0009 -0.1% 0.8304
Range 0.0041 0.0038 -0.0003 -7.3% 0.0125
ATR 0.0055 0.0054 -0.0001 -2.0% 0.0000
Volume 57 33 -24 -42.1% 188
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8410 0.8395 0.8325
R3 0.8372 0.8357 0.8314
R2 0.8334 0.8334 0.8311
R1 0.8319 0.8319 0.8307 0.8327
PP 0.8296 0.8296 0.8296 0.8300
S1 0.8281 0.8281 0.8301 0.8289
S2 0.8258 0.8258 0.8297
S3 0.8220 0.8243 0.8294
S4 0.8182 0.8205 0.8283
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8677 0.8616 0.8373
R3 0.8552 0.8491 0.8338
R2 0.8427 0.8427 0.8327
R1 0.8366 0.8366 0.8315 0.8397
PP 0.8302 0.8302 0.8302 0.8318
S1 0.8241 0.8241 0.8293 0.8272
S2 0.8177 0.8177 0.8281
S3 0.8052 0.8116 0.8270
S4 0.7927 0.7991 0.8235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8364 0.8239 0.0125 1.5% 0.0038 0.5% 52% False False 37
10 0.8364 0.8201 0.0163 2.0% 0.0039 0.5% 63% False False 36
20 0.8364 0.8108 0.0256 3.1% 0.0037 0.5% 77% False False 55
40 0.8364 0.7810 0.0554 6.7% 0.0038 0.5% 89% False False 41
60 0.8364 0.7780 0.0584 7.0% 0.0039 0.5% 90% False False 42
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8473
2.618 0.8410
1.618 0.8372
1.000 0.8349
0.618 0.8334
HIGH 0.8311
0.618 0.8296
0.500 0.8292
0.382 0.8288
LOW 0.8273
0.618 0.8250
1.000 0.8235
1.618 0.8212
2.618 0.8174
4.250 0.8112
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 0.8300 0.8319
PP 0.8296 0.8314
S1 0.8292 0.8309

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

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