CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 0.8155 0.8163 0.0008 0.1% 0.8256
High 0.8180 0.8175 -0.0005 -0.1% 0.8364
Low 0.8155 0.8163 0.0008 0.1% 0.8239
Close 0.8180 0.8169 -0.0011 -0.1% 0.8304
Range 0.0025 0.0012 -0.0013 -52.0% 0.0125
ATR 0.0055 0.0052 -0.0003 -4.9% 0.0000
Volume 31 8 -23 -74.2% 188
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 0.8205 0.8199 0.8176
R3 0.8193 0.8187 0.8172
R2 0.8181 0.8181 0.8171
R1 0.8175 0.8175 0.8170 0.8178
PP 0.8169 0.8169 0.8169 0.8171
S1 0.8163 0.8163 0.8168 0.8166
S2 0.8157 0.8157 0.8167
S3 0.8145 0.8151 0.8166
S4 0.8133 0.8139 0.8162
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 0.8311 0.8148 0.0163 2.0% 0.0034 0.4% 13% False False 27
10 0.8364 0.8148 0.0216 2.6% 0.0035 0.4% 10% False False 33
20 0.8364 0.8148 0.0216 2.6% 0.0038 0.5% 10% False False 48
40 0.8364 0.7810 0.0554 6.8% 0.0039 0.5% 65% False False 42
60 0.8364 0.7780 0.0584 7.1% 0.0039 0.5% 67% False False 39
80 0.8364 0.7780 0.0584 7.1% 0.0039 0.5% 67% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8226
2.618 0.8206
1.618 0.8194
1.000 0.8187
0.618 0.8182
HIGH 0.8175
0.618 0.8170
0.500 0.8169
0.382 0.8168
LOW 0.8163
0.618 0.8156
1.000 0.8151
1.618 0.8144
2.618 0.8132
4.250 0.8112
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 0.8169 0.8167
PP 0.8169 0.8166
S1 0.8169 0.8164

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

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