CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 0.7993 0.7927 -0.0066 -0.8% 0.8144
High 0.7993 0.7958 -0.0035 -0.4% 0.8165
Low 0.7925 0.7901 -0.0024 -0.3% 0.8037
Close 0.7927 0.7946 0.0019 0.2% 0.8098
Range 0.0068 0.0057 -0.0011 -16.2% 0.0128
ATR 0.0061 0.0061 0.0000 -0.4% 0.0000
Volume 319 170 -149 -46.7% 336
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8106 0.8083 0.7977
R3 0.8049 0.8026 0.7962
R2 0.7992 0.7992 0.7956
R1 0.7969 0.7969 0.7951 0.7981
PP 0.7935 0.7935 0.7935 0.7941
S1 0.7912 0.7912 0.7941 0.7924
S2 0.7878 0.7878 0.7936
S3 0.7821 0.7855 0.7930
S4 0.7764 0.7798 0.7915
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8484 0.8419 0.8168
R3 0.8356 0.8291 0.8133
R2 0.8228 0.8228 0.8121
R1 0.8163 0.8163 0.8110 0.8132
PP 0.8100 0.8100 0.8100 0.8084
S1 0.8035 0.8035 0.8086 0.8004
S2 0.7972 0.7972 0.8075
S3 0.7844 0.7907 0.8063
S4 0.7716 0.7779 0.8028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8107 0.7901 0.0206 2.6% 0.0066 0.8% 22% False True 185
10 0.8178 0.7901 0.0277 3.5% 0.0064 0.8% 16% False True 137
20 0.8216 0.7901 0.0315 4.0% 0.0055 0.7% 14% False True 143
40 0.8364 0.7901 0.0463 5.8% 0.0052 0.7% 10% False True 130
60 0.8364 0.7901 0.0463 5.8% 0.0048 0.6% 10% False True 103
80 0.8364 0.7780 0.0584 7.3% 0.0047 0.6% 28% False False 87
100 0.8364 0.7780 0.0584 7.3% 0.0044 0.5% 28% False False 79
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8200
2.618 0.8107
1.618 0.8050
1.000 0.8015
0.618 0.7993
HIGH 0.7958
0.618 0.7936
0.500 0.7930
0.382 0.7923
LOW 0.7901
0.618 0.7866
1.000 0.7844
1.618 0.7809
2.618 0.7752
4.250 0.7659
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 0.7941 0.7987
PP 0.7935 0.7973
S1 0.7930 0.7960

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

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