CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 0.7335 0.7280 -0.0055 -0.7% 0.7477
High 0.7336 0.7310 -0.0026 -0.4% 0.7479
Low 0.7268 0.7257 -0.0011 -0.2% 0.7268
Close 0.7280 0.7279 -0.0001 0.0% 0.7280
Range 0.0068 0.0053 -0.0015 -22.1% 0.0211
ATR 0.0058 0.0058 0.0000 -0.6% 0.0000
Volume 34,404 6,860 -27,544 -80.1% 430,155
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7441 0.7413 0.7308
R3 0.7388 0.7360 0.7294
R2 0.7335 0.7335 0.7289
R1 0.7307 0.7307 0.7284 0.7295
PP 0.7282 0.7282 0.7282 0.7276
S1 0.7254 0.7254 0.7274 0.7242
S2 0.7229 0.7229 0.7269
S3 0.7176 0.7201 0.7264
S4 0.7123 0.7148 0.7250
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7975 0.7839 0.7396
R3 0.7764 0.7628 0.7338
R2 0.7553 0.7553 0.7319
R1 0.7417 0.7417 0.7299 0.7380
PP 0.7342 0.7342 0.7342 0.7324
S1 0.7206 0.7206 0.7261 0.7169
S2 0.7131 0.7131 0.7241
S3 0.6920 0.6995 0.7222
S4 0.6709 0.6784 0.7164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7405 0.7257 0.0148 2.0% 0.0060 0.8% 15% False True 70,832
10 0.7522 0.7257 0.0265 3.6% 0.0061 0.8% 8% False True 73,481
20 0.7547 0.7257 0.0290 4.0% 0.0052 0.7% 8% False True 63,419
40 0.7747 0.7257 0.0490 6.7% 0.0058 0.8% 4% False True 59,130
60 0.7791 0.7257 0.0534 7.3% 0.0059 0.8% 4% False True 58,274
80 0.7791 0.7257 0.0534 7.3% 0.0063 0.9% 4% False True 50,905
100 0.7791 0.7257 0.0534 7.3% 0.0063 0.9% 4% False True 40,816
120 0.8107 0.7257 0.0850 11.7% 0.0062 0.9% 3% False True 34,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7535
2.618 0.7449
1.618 0.7396
1.000 0.7363
0.618 0.7343
HIGH 0.7310
0.618 0.7290
0.500 0.7284
0.382 0.7277
LOW 0.7257
0.618 0.7224
1.000 0.7204
1.618 0.7171
2.618 0.7118
4.250 0.7032
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 0.7284 0.7323
PP 0.7282 0.7308
S1 0.7281 0.7294

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

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