CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 0.8007 0.7972 -0.0035 -0.4% 0.8110
High 0.8007 0.8061 0.0054 0.7% 0.8110
Low 0.7944 0.7972 0.0028 0.4% 0.7962
Close 0.7963 0.8042 0.0079 1.0% 0.8015
Range 0.0063 0.0089 0.0026 41.3% 0.0148
ATR 0.0058 0.0061 0.0003 4.9% 0.0000
Volume 120 122 2 1.7% 1,163
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8292 0.8256 0.8091
R3 0.8203 0.8167 0.8066
R2 0.8114 0.8114 0.8058
R1 0.8078 0.8078 0.8050 0.8096
PP 0.8025 0.8025 0.8025 0.8034
S1 0.7989 0.7989 0.8034 0.8007
S2 0.7936 0.7936 0.8026
S3 0.7847 0.7900 0.8018
S4 0.7758 0.7811 0.7993
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 0.8061 0.7944 0.0117 1.5% 0.0064 0.8% 84% True False 267
10 0.8181 0.7944 0.0237 2.9% 0.0055 0.7% 41% False False 147
20 0.8364 0.7944 0.0420 5.2% 0.0050 0.6% 23% False False 92
40 0.8364 0.7916 0.0448 5.6% 0.0045 0.6% 28% False False 70
60 0.8364 0.7780 0.0584 7.3% 0.0044 0.6% 45% False False 60
80 0.8364 0.7780 0.0584 7.3% 0.0040 0.5% 45% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8439
2.618 0.8294
1.618 0.8205
1.000 0.8150
0.618 0.8116
HIGH 0.8061
0.618 0.8027
0.500 0.8017
0.382 0.8006
LOW 0.7972
0.618 0.7917
1.000 0.7883
1.618 0.7828
2.618 0.7739
4.250 0.7594
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 0.8034 0.8029
PP 0.8025 0.8016
S1 0.8017 0.8003

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

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