CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 0.8022 0.8060 0.0038 0.5% 0.8007
High 0.8045 0.8100 0.0055 0.7% 0.8061
Low 0.8016 0.8060 0.0044 0.5% 0.7944
Close 0.8039 0.8086 0.0047 0.6% 0.8017
Range 0.0029 0.0040 0.0011 37.9% 0.0117
ATR 0.0058 0.0058 0.0000 0.3% 0.0000
Volume 118 98 -20 -16.9% 847
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8202 0.8184 0.8108
R3 0.8162 0.8144 0.8097
R2 0.8122 0.8122 0.8093
R1 0.8104 0.8104 0.8090 0.8113
PP 0.8082 0.8082 0.8082 0.8087
S1 0.8064 0.8064 0.8082 0.8073
S2 0.8042 0.8042 0.8079
S3 0.8002 0.8024 0.8075
S4 0.7962 0.7984 0.8064
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 0.8100 0.7950 0.0150 1.9% 0.0048 0.6% 91% True False 164
10 0.8100 0.7944 0.0156 1.9% 0.0056 0.7% 91% True False 215
20 0.8364 0.7944 0.0420 5.2% 0.0052 0.6% 34% False False 125
40 0.8364 0.7944 0.0420 5.2% 0.0048 0.6% 34% False False 87
60 0.8364 0.7780 0.0584 7.2% 0.0045 0.6% 52% False False 67
80 0.8364 0.7780 0.0584 7.2% 0.0042 0.5% 52% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8270
2.618 0.8205
1.618 0.8165
1.000 0.8140
0.618 0.8125
HIGH 0.8100
0.618 0.8085
0.500 0.8080
0.382 0.8075
LOW 0.8060
0.618 0.8035
1.000 0.8020
1.618 0.7995
2.618 0.7955
4.250 0.7890
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 0.8084 0.8066
PP 0.8082 0.8045
S1 0.8080 0.8025

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

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