CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 0.8106 0.8155 0.0049 0.6% 0.8022
High 0.8160 0.8216 0.0056 0.7% 0.8172
Low 0.8095 0.8154 0.0059 0.7% 0.8016
Close 0.8157 0.8154 -0.0003 0.0% 0.8094
Range 0.0065 0.0062 -0.0003 -4.6% 0.0156
ATR 0.0055 0.0056 0.0000 0.8% 0.0000
Volume 37 44 7 18.9% 1,150
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8361 0.8319 0.8188
R3 0.8299 0.8257 0.8171
R2 0.8237 0.8237 0.8165
R1 0.8195 0.8195 0.8160 0.8185
PP 0.8175 0.8175 0.8175 0.8170
S1 0.8133 0.8133 0.8148 0.8123
S2 0.8113 0.8113 0.8143
S3 0.8051 0.8071 0.8137
S4 0.7989 0.8009 0.8120
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 0.8216 0.8075 0.0141 1.7% 0.0044 0.5% 56% True False 108
10 0.8216 0.7950 0.0266 3.3% 0.0047 0.6% 77% True False 149
20 0.8216 0.7944 0.0272 3.3% 0.0054 0.7% 77% True False 173
40 0.8364 0.7944 0.0420 5.2% 0.0047 0.6% 50% False False 114
60 0.8364 0.7810 0.0554 6.8% 0.0044 0.5% 62% False False 86
80 0.8364 0.7780 0.0584 7.2% 0.0043 0.5% 64% False False 73
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8480
2.618 0.8378
1.618 0.8316
1.000 0.8278
0.618 0.8254
HIGH 0.8216
0.618 0.8192
0.500 0.8185
0.382 0.8178
LOW 0.8154
0.618 0.8116
1.000 0.8092
1.618 0.8054
2.618 0.7992
4.250 0.7891
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 0.8185 0.8152
PP 0.8175 0.8150
S1 0.8164 0.8148

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

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