CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 0.8144 0.8090 -0.0054 -0.7% 0.8075
High 0.8165 0.8096 -0.0069 -0.8% 0.8216
Low 0.8095 0.8060 -0.0035 -0.4% 0.8075
Close 0.8099 0.8086 -0.0013 -0.2% 0.8136
Range 0.0070 0.0036 -0.0034 -48.6% 0.0141
ATR 0.0057 0.0056 -0.0001 -2.3% 0.0000
Volume 70 49 -21 -30.0% 465
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8189 0.8173 0.8106
R3 0.8153 0.8137 0.8096
R2 0.8117 0.8117 0.8093
R1 0.8101 0.8101 0.8089 0.8091
PP 0.8081 0.8081 0.8081 0.8076
S1 0.8065 0.8065 0.8083 0.8055
S2 0.8045 0.8045 0.8079
S3 0.8009 0.8029 0.8076
S4 0.7973 0.7993 0.8066
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8565 0.8492 0.8214
R3 0.8424 0.8351 0.8175
R2 0.8283 0.8283 0.8162
R1 0.8210 0.8210 0.8149 0.8247
PP 0.8142 0.8142 0.8142 0.8161
S1 0.8069 0.8069 0.8123 0.8106
S2 0.8001 0.8001 0.8110
S3 0.7860 0.7928 0.8097
S4 0.7719 0.7787 0.8058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8216 0.8060 0.0156 1.9% 0.0059 0.7% 17% False True 76
10 0.8216 0.8060 0.0156 1.9% 0.0050 0.6% 17% False True 151
20 0.8216 0.7944 0.0272 3.4% 0.0053 0.7% 52% False False 183
40 0.8364 0.7944 0.0420 5.2% 0.0048 0.6% 34% False False 107
60 0.8364 0.7810 0.0554 6.9% 0.0045 0.6% 50% False False 88
80 0.8364 0.7780 0.0584 7.2% 0.0044 0.5% 52% False False 76
100 0.8364 0.7780 0.0584 7.2% 0.0042 0.5% 52% False False 71
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 False
Bull Hook False
Stretch 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8249
2.618 0.8190
1.618 0.8154
1.000 0.8132
0.618 0.8118
HIGH 0.8096
0.618 0.8082
0.500 0.8078
0.382 0.8074
LOW 0.8060
0.618 0.8038
1.000 0.8024
1.618 0.8002
2.618 0.7966
4.250 0.7907
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 0.8083 0.8119
PP 0.8081 0.8108
S1 0.8078 0.8097

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

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