CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 0.8075 0.8092 0.0017 0.2% 0.8022
High 0.8105 0.8112 0.0007 0.1% 0.8172
Low 0.8075 0.8080 0.0005 0.1% 0.8016
Close 0.8095 0.8099 0.0004 0.0% 0.8094
Range 0.0030 0.0032 0.0002 6.7% 0.0156
ATR 0.0056 0.0055 -0.0002 -3.1% 0.0000
Volume 178 26 -152 -85.4% 1,150
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8193 0.8178 0.8117
R3 0.8161 0.8146 0.8108
R2 0.8129 0.8129 0.8105
R1 0.8114 0.8114 0.8102 0.8122
PP 0.8097 0.8097 0.8097 0.8101
S1 0.8082 0.8082 0.8096 0.8090
S2 0.8065 0.8065 0.8093
S3 0.8033 0.8050 0.8090
S4 0.8001 0.8018 0.8081
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 0.8075 0.0097 1.2% 0.0040 0.5% 25% False False 227
10 0.8172 0.7950 0.0222 2.7% 0.0044 0.5% 67% False False 195
20 0.8181 0.7944 0.0237 2.9% 0.0050 0.6% 65% False False 171
40 0.8364 0.7944 0.0420 5.2% 0.0044 0.5% 37% False False 113
60 0.8364 0.7810 0.0554 6.8% 0.0043 0.5% 52% False False 85
80 0.8364 0.7780 0.0584 7.2% 0.0042 0.5% 55% False False 74
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8248
2.618 0.8196
1.618 0.8164
1.000 0.8144
0.618 0.8132
HIGH 0.8112
0.618 0.8100
0.500 0.8096
0.382 0.8092
LOW 0.8080
0.618 0.8060
1.000 0.8048
1.618 0.8028
2.618 0.7996
4.250 0.7944
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 0.8098 0.8099
PP 0.8097 0.8098
S1 0.8096 0.8098

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

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