CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 0.8120 0.8075 -0.0045 -0.6% 0.8022
High 0.8120 0.8105 -0.0015 -0.2% 0.8172
Low 0.8087 0.8075 -0.0012 -0.1% 0.8016
Close 0.8094 0.8095 0.0001 0.0% 0.8094
Range 0.0033 0.0030 -0.0003 -9.1% 0.0156
ATR 0.0058 0.0056 -0.0002 -3.5% 0.0000
Volume 259 178 -81 -31.3% 1,150
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8182 0.8168 0.8112
R3 0.8152 0.8138 0.8103
R2 0.8122 0.8122 0.8101
R1 0.8108 0.8108 0.8098 0.8115
PP 0.8092 0.8092 0.8092 0.8095
S1 0.8078 0.8078 0.8092 0.8085
S2 0.8062 0.8062 0.8090
S3 0.8032 0.8048 0.8087
S4 0.8002 0.8018 0.8079
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8562 0.8484 0.8180
R3 0.8406 0.8328 0.8137
R2 0.8250 0.8250 0.8123
R1 0.8172 0.8172 0.8108 0.8211
PP 0.8094 0.8094 0.8094 0.8114
S1 0.8016 0.8016 0.8080 0.8055
S2 0.7938 0.7938 0.8065
S3 0.7782 0.7860 0.8051
S4 0.7626 0.7704 0.8008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8172 0.8060 0.0112 1.4% 0.0042 0.5% 31% False False 242
10 0.8172 0.7950 0.0222 2.7% 0.0050 0.6% 65% False False 205
20 0.8269 0.7944 0.0325 4.0% 0.0052 0.6% 46% False False 172
40 0.8364 0.7944 0.0420 5.2% 0.0045 0.6% 36% False False 114
60 0.8364 0.7810 0.0554 6.8% 0.0043 0.5% 51% False False 84
80 0.8364 0.7780 0.0584 7.2% 0.0042 0.5% 54% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8233
2.618 0.8184
1.618 0.8154
1.000 0.8135
0.618 0.8124
HIGH 0.8105
0.618 0.8094
0.500 0.8090
0.382 0.8086
LOW 0.8075
0.618 0.8056
1.000 0.8045
1.618 0.8026
2.618 0.7996
4.250 0.7948
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 0.8093 0.8100
PP 0.8092 0.8098
S1 0.8090 0.8097

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

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