CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 0.8092 0.8106 0.0014 0.2% 0.8022
High 0.8112 0.8160 0.0048 0.6% 0.8172
Low 0.8080 0.8095 0.0015 0.2% 0.8016
Close 0.8099 0.8157 0.0058 0.7% 0.8094
Range 0.0032 0.0065 0.0033 103.1% 0.0156
ATR 0.0055 0.0055 0.0001 1.3% 0.0000
Volume 26 37 11 42.3% 1,150
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8332 0.8310 0.8193
R3 0.8267 0.8245 0.8175
R2 0.8202 0.8202 0.8169
R1 0.8180 0.8180 0.8163 0.8191
PP 0.8137 0.8137 0.8137 0.8143
S1 0.8115 0.8115 0.8151 0.8126
S2 0.8072 0.8072 0.8145
S3 0.8007 0.8050 0.8139
S4 0.7942 0.7985 0.8121
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 0.8160 0.8075 0.0085 1.0% 0.0042 0.5% 96% True False 208
10 0.8172 0.7950 0.0222 2.7% 0.0044 0.5% 93% False False 149
20 0.8181 0.7944 0.0237 2.9% 0.0052 0.6% 90% False False 172
40 0.8364 0.7944 0.0420 5.1% 0.0046 0.6% 51% False False 114
60 0.8364 0.7810 0.0554 6.8% 0.0044 0.5% 63% False False 85
80 0.8364 0.7780 0.0584 7.2% 0.0042 0.5% 65% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8436
2.618 0.8330
1.618 0.8265
1.000 0.8225
0.618 0.8200
HIGH 0.8160
0.618 0.8135
0.500 0.8128
0.382 0.8120
LOW 0.8095
0.618 0.8055
1.000 0.8030
1.618 0.7990
2.618 0.7925
4.250 0.7819
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 0.8147 0.8144
PP 0.8137 0.8131
S1 0.8128 0.8118

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

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