CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 0.8172 0.8155 -0.0017 -0.2% 0.8256
High 0.8172 0.8180 0.0008 0.1% 0.8364
Low 0.8148 0.8155 0.0007 0.1% 0.8239
Close 0.8159 0.8180 0.0021 0.3% 0.8304
Range 0.0024 0.0025 0.0001 4.2% 0.0125
ATR 0.0057 0.0055 -0.0002 -4.0% 0.0000
Volume 17 31 14 82.4% 188
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 0.8247 0.8238 0.8194
R3 0.8222 0.8213 0.8187
R2 0.8197 0.8197 0.8185
R1 0.8188 0.8188 0.8182 0.8193
PP 0.8172 0.8172 0.8172 0.8174
S1 0.8163 0.8163 0.8178 0.8168
S2 0.8147 0.8147 0.8175
S3 0.8122 0.8138 0.8173
S4 0.8097 0.8113 0.8166
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 0.8349 0.8148 0.0201 2.5% 0.0040 0.5% 16% False False 37
10 0.8364 0.8148 0.0216 2.6% 0.0039 0.5% 15% False False 39
20 0.8364 0.8148 0.0216 2.6% 0.0040 0.5% 15% False False 56
40 0.8364 0.7810 0.0554 6.8% 0.0040 0.5% 67% False False 42
60 0.8364 0.7780 0.0584 7.1% 0.0039 0.5% 68% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8286
2.618 0.8245
1.618 0.8220
1.000 0.8205
0.618 0.8195
HIGH 0.8180
0.618 0.8170
0.500 0.8168
0.382 0.8165
LOW 0.8155
0.618 0.8140
1.000 0.8130
1.618 0.8115
2.618 0.8090
4.250 0.8049
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 0.8176 0.8209
PP 0.8172 0.8199
S1 0.8168 0.8190

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

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