CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 0.7972 0.8040 0.0068 0.9% 0.8110
High 0.8061 0.8040 -0.0021 -0.3% 0.8110
Low 0.7972 0.7975 0.0003 0.0% 0.7962
Close 0.8042 0.8005 -0.0037 -0.5% 0.8015
Range 0.0089 0.0065 -0.0024 -27.0% 0.0148
ATR 0.0061 0.0061 0.0000 0.7% 0.0000
Volume 122 505 383 313.9% 1,163
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8202 0.8168 0.8041
R3 0.8137 0.8103 0.8023
R2 0.8072 0.8072 0.8017
R1 0.8038 0.8038 0.8011 0.8023
PP 0.8007 0.8007 0.8007 0.7999
S1 0.7973 0.7973 0.7999 0.7958
S2 0.7942 0.7942 0.7993
S3 0.7877 0.7908 0.7987
S4 0.7812 0.7843 0.7969
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% 0.0067 0.8% 52% False False 245
10 0.8181 0.7944 0.0237 3.0% 0.0059 0.7% 26% False False 196
20 0.8364 0.7944 0.0420 5.2% 0.0051 0.6% 15% False False 117
40 0.8364 0.7916 0.0448 5.6% 0.0046 0.6% 20% False False 82
60 0.8364 0.7780 0.0584 7.3% 0.0045 0.6% 39% False False 68
80 0.8364 0.7780 0.0584 7.3% 0.0041 0.5% 39% False False 63
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8316
2.618 0.8210
1.618 0.8145
1.000 0.8105
0.618 0.8080
HIGH 0.8040
0.618 0.8015
0.500 0.8008
0.382 0.8000
LOW 0.7975
0.618 0.7935
1.000 0.7910
1.618 0.7870
2.618 0.7805
4.250 0.7699
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 0.8008 0.8004
PP 0.8007 0.8003
S1 0.8006 0.8003

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

View Archives - Comment on this page... - Back to Index of Symbols