CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 0.8020 0.7985 -0.0035 -0.4% 0.8269
High 0.8038 0.8025 -0.0013 -0.2% 0.8269
Low 0.7986 0.7965 -0.0021 -0.3% 0.8104
Close 0.7997 0.8025 0.0028 0.4% 0.8106
Range 0.0052 0.0060 0.0008 15.4% 0.0165
ATR 0.0056 0.0057 0.0000 0.5% 0.0000
Volume 611 271 -340 -55.6% 117
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 0.8185 0.8165 0.8058
R3 0.8125 0.8105 0.8042
R2 0.8065 0.8065 0.8036
R1 0.8045 0.8045 0.8031 0.8055
PP 0.8005 0.8005 0.8005 0.8010
S1 0.7985 0.7985 0.8020 0.7995
S2 0.7945 0.7945 0.8014
S3 0.7885 0.7925 0.8009
S4 0.7825 0.7865 0.7992
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 0.8181 0.7965 0.0216 2.7% 0.0058 0.7% 28% False True 194
10 0.8349 0.7965 0.0384 4.8% 0.0049 0.6% 16% False True 115
20 0.8364 0.7965 0.0399 5.0% 0.0044 0.5% 15% False True 73
40 0.8364 0.7907 0.0457 5.7% 0.0042 0.5% 26% False False 60
60 0.8364 0.7780 0.0584 7.3% 0.0042 0.5% 42% False False 55
80 0.8364 0.7780 0.0584 7.3% 0.0039 0.5% 42% False False 52
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8280
2.618 0.8182
1.618 0.8122
1.000 0.8085
0.618 0.8062
HIGH 0.8025
0.618 0.8002
0.500 0.7995
0.382 0.7988
LOW 0.7965
0.618 0.7928
1.000 0.7905
1.618 0.7868
2.618 0.7808
4.250 0.7710
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 0.8015 0.8038
PP 0.8005 0.8033
S1 0.7995 0.8029

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

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