CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 0.8040 0.8015 -0.0025 -0.3% 0.8110
High 0.8040 0.8015 -0.0025 -0.3% 0.8110
Low 0.7975 0.7979 0.0004 0.1% 0.7962
Close 0.8005 0.7982 -0.0023 -0.3% 0.8015
Range 0.0065 0.0036 -0.0029 -44.6% 0.0148
ATR 0.0061 0.0060 -0.0002 -3.0% 0.0000
Volume 505 37 -468 -92.7% 1,163
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8100 0.8077 0.8002
R3 0.8064 0.8041 0.7992
R2 0.8028 0.8028 0.7989
R1 0.8005 0.8005 0.7985 0.7999
PP 0.7992 0.7992 0.7992 0.7989
S1 0.7969 0.7969 0.7979 0.7963
S2 0.7956 0.7956 0.7975
S3 0.7920 0.7933 0.7972
S4 0.7884 0.7897 0.7962
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% 0.0062 0.8% 32% False False 199
10 0.8181 0.7944 0.0237 3.0% 0.0060 0.8% 16% False False 196
20 0.8364 0.7944 0.0420 5.3% 0.0049 0.6% 9% False False 118
40 0.8364 0.7916 0.0448 5.6% 0.0045 0.6% 15% False False 83
60 0.8364 0.7780 0.0584 7.3% 0.0045 0.6% 35% False False 68
80 0.8364 0.7780 0.0584 7.3% 0.0041 0.5% 35% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8168
2.618 0.8109
1.618 0.8073
1.000 0.8051
0.618 0.8037
HIGH 0.8015
0.618 0.8001
0.500 0.7997
0.382 0.7993
LOW 0.7979
0.618 0.7957
1.000 0.7943
1.618 0.7921
2.618 0.7885
4.250 0.7826
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 0.7997 0.8017
PP 0.7992 0.8005
S1 0.7987 0.7994

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

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