CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 0.7982 0.8007 0.0025 0.3% 0.8110
High 0.8020 0.8007 -0.0013 -0.2% 0.8110
Low 0.7962 0.7944 -0.0018 -0.2% 0.7962
Close 0.8015 0.7963 -0.0052 -0.6% 0.8015
Range 0.0058 0.0063 0.0005 8.6% 0.0148
ATR 0.0057 0.0058 0.0001 1.7% 0.0000
Volume 211 120 -91 -43.1% 1,163
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8160 0.8125 0.7998
R3 0.8097 0.8062 0.7980
R2 0.8034 0.8034 0.7975
R1 0.7999 0.7999 0.7969 0.7985
PP 0.7971 0.7971 0.7971 0.7965
S1 0.7936 0.7936 0.7957 0.7922
S2 0.7908 0.7908 0.7951
S3 0.7845 0.7873 0.7946
S4 0.7782 0.7810 0.7928
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8473 0.8392 0.8096
R3 0.8325 0.8244 0.8056
R2 0.8177 0.8177 0.8042
R1 0.8096 0.8096 0.8029 0.8063
PP 0.8029 0.8029 0.8029 0.8012
S1 0.7948 0.7948 0.8001 0.7915
S2 0.7881 0.7881 0.7988
S3 0.7733 0.7800 0.7974
S4 0.7585 0.7652 0.7934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8110 0.7944 0.0166 2.1% 0.0065 0.8% 11% False True 256
10 0.8269 0.7944 0.0325 4.1% 0.0053 0.7% 6% False True 140
20 0.8364 0.7944 0.0420 5.3% 0.0046 0.6% 5% False True 88
40 0.8364 0.7916 0.0448 5.6% 0.0043 0.5% 10% False False 67
60 0.8364 0.7780 0.0584 7.3% 0.0043 0.5% 31% False False 59
80 0.8364 0.7780 0.0584 7.3% 0.0039 0.5% 31% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8275
2.618 0.8172
1.618 0.8109
1.000 0.8070
0.618 0.8046
HIGH 0.8007
0.618 0.7983
0.500 0.7976
0.382 0.7968
LOW 0.7944
0.618 0.7905
1.000 0.7881
1.618 0.7842
2.618 0.7779
4.250 0.7676
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 0.7976 0.7985
PP 0.7971 0.7977
S1 0.7967 0.7970

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

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