CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	0.7975	0.8022	0.0047	0.6%	0.8007
High	0.8022	0.8045	0.0023	0.3%	0.8061
Low	0.7950	0.8016	0.0066	0.8%	0.7944
Close	0.8017	0.8039	0.0022	0.3%	0.8017
Range	0.0072	0.0029	-0.0043	-59.7%	0.0117
ATR	0.0060	0.0058	-0.0002	-3.7%	0.0000
Volume	63	118	55	87.3%	847

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8109	0.8055
R3	0.8091	0.8080	0.8047
R2	0.8062	0.8062	0.8044
R1	0.8051	0.8051	0.8042	0.8057
PP	0.8033	0.8033	0.8033	0.8036
S1	0.8022	0.8022	0.8036	0.8028
S2	0.8004	0.8004	0.8034
S3	0.7975	0.7993	0.8031
S4	0.7946	0.7964	0.8023

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8358	0.8305	0.8081
R3	0.8241	0.8188	0.8049
R2	0.8124	0.8124	0.8038
R1	0.8071	0.8071	0.8028	0.8098
PP	0.8007	0.8007	0.8007	0.8021
S1	0.7954	0.7954	0.8006	0.7981
S2	0.7890	0.7890	0.7996
S3	0.7773	0.7837	0.7985
S4	0.7656	0.7720	0.7953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8061	0.7950	0.0111	1.4%	0.0058	0.7%	80%	False	False	169
10	0.8110	0.7944	0.0166	2.1%	0.0061	0.8%	57%	False	False	212
20	0.8364	0.7944	0.0420	5.2%	0.0051	0.6%	23%	False	False	121
40	0.8364	0.7917	0.0447	5.6%	0.0047	0.6%	27%	False	False	85
60	0.8364	0.7780	0.0584	7.3%	0.0045	0.6%	44%	False	False	68
80	0.8364	0.7780	0.0584	7.3%	0.0042	0.5%	44%	False	False	61

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8168
2.618	0.8121
1.618	0.8092
1.000	0.8074
0.618	0.8063
HIGH	0.8045
0.618	0.8034
0.500	0.8031
0.382	0.8027
LOW	0.8016
0.618	0.7998
1.000	0.7987
1.618	0.7969
2.618	0.7940
4.250	0.7893

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	0.8036	0.8025
PP	0.8033	0.8011
S1	0.8031	0.7998

Download as Excel Spreadsheet

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

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