CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 0.8060 0.8125 0.0065 0.8% 0.8007
High 0.8100 0.8172 0.0072 0.9% 0.8061
Low 0.8060 0.8116 0.0056 0.7% 0.7944
Close 0.8086 0.8134 0.0048 0.6% 0.8017
Range 0.0040 0.0056 0.0016 40.0% 0.0117
ATR 0.0058 0.0060 0.0002 3.4% 0.0000
Volume 98 135 37 37.8% 847
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8309 0.8277 0.8165
R3 0.8253 0.8221 0.8149
R2 0.8197 0.8197 0.8144
R1 0.8165 0.8165 0.8139 0.8181
PP 0.8141 0.8141 0.8141 0.8149
S1 0.8109 0.8109 0.8129 0.8125
S2 0.8085 0.8085 0.8124
S3 0.8029 0.8053 0.8119
S4 0.7973 0.7997 0.8103
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 0.8172 0.7950 0.0222 2.7% 0.0047 0.6% 83% True False 90
10 0.8172 0.7944 0.0228 2.8% 0.0057 0.7% 83% True False 168
20 0.8364 0.7944 0.0420 5.2% 0.0052 0.6% 45% False False 129
40 0.8364 0.7944 0.0420 5.2% 0.0049 0.6% 45% False False 91
60 0.8364 0.7780 0.0584 7.2% 0.0046 0.6% 61% False False 69
80 0.8364 0.7780 0.0584 7.2% 0.0042 0.5% 61% False False 63
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8410
2.618 0.8319
1.618 0.8263
1.000 0.8228
0.618 0.8207
HIGH 0.8172
0.618 0.8151
0.500 0.8144
0.382 0.8137
LOW 0.8116
0.618 0.8081
1.000 0.8060
1.618 0.8025
2.618 0.7969
4.250 0.7878
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 0.8144 0.8121
PP 0.8141 0.8107
S1 0.8137 0.8094

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

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