CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 0.8163 0.8173 0.0010 0.1% 0.8269
High 0.8175 0.8181 0.0006 0.1% 0.8269
Low 0.8163 0.8104 -0.0059 -0.7% 0.8104
Close 0.8169 0.8106 -0.0063 -0.8% 0.8106
Range 0.0012 0.0077 0.0065 541.7% 0.0165
ATR 0.0052 0.0054 0.0002 3.4% 0.0000
Volume 8 13 5 62.5% 117
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8361 0.8311 0.8148
R3 0.8284 0.8234 0.8127
R2 0.8207 0.8207 0.8120
R1 0.8157 0.8157 0.8113 0.8144
PP 0.8130 0.8130 0.8130 0.8124
S1 0.8080 0.8080 0.8099 0.8067
S2 0.8053 0.8053 0.8092
S3 0.7976 0.8003 0.8085
S4 0.7899 0.7926 0.8064
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8655 0.8545 0.8197
R3 0.8490 0.8380 0.8151
R2 0.8325 0.8325 0.8136
R1 0.8215 0.8215 0.8121 0.8188
PP 0.8160 0.8160 0.8160 0.8146
S1 0.8050 0.8050 0.8091 0.8023
S2 0.7995 0.7995 0.8076
S3 0.7830 0.7885 0.8061
S4 0.7665 0.7720 0.8015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8269 0.8104 0.0165 2.0% 0.0042 0.5% 1% False True 23
10 0.8364 0.8104 0.0260 3.2% 0.0040 0.5% 1% False True 30
20 0.8364 0.8104 0.0260 3.2% 0.0040 0.5% 1% False True 28
40 0.8364 0.7810 0.0554 6.8% 0.0039 0.5% 53% False False 41
60 0.8364 0.7780 0.0584 7.2% 0.0040 0.5% 56% False False 40
80 0.8364 0.7780 0.0584 7.2% 0.0039 0.5% 56% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.8508
2.618 0.8383
1.618 0.8306
1.000 0.8258
0.618 0.8229
HIGH 0.8181
0.618 0.8152
0.500 0.8143
0.382 0.8133
LOW 0.8104
0.618 0.8056
1.000 0.8027
1.618 0.7979
2.618 0.7902
4.250 0.7777
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 0.8143 0.8143
PP 0.8130 0.8130
S1 0.8118 0.8118

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

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