CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 0.8789 0.8745 -0.0044 -0.5% 0.8829
High 0.8789 0.8767 -0.0022 -0.3% 0.8863
Low 0.8720 0.8723 0.0003 0.0% 0.8702
Close 0.8726 0.8758 0.0032 0.4% 0.8702
Range 0.0069 0.0044 -0.0025 -36.2% 0.0161
ATR 0.0059 0.0058 -0.0001 -1.8% 0.0000
Volume 467 65 -402 -86.1% 321
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8881 0.8864 0.8782
R3 0.8837 0.8820 0.8770
R2 0.8793 0.8793 0.8766
R1 0.8776 0.8776 0.8762 0.8785
PP 0.8749 0.8749 0.8749 0.8754
S1 0.8732 0.8732 0.8754 0.8741
S2 0.8705 0.8705 0.8750
S3 0.8661 0.8688 0.8746
S4 0.8617 0.8644 0.8734
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9239 0.9131 0.8791
R3 0.9078 0.8970 0.8746
R2 0.8917 0.8917 0.8732
R1 0.8809 0.8809 0.8717 0.8783
PP 0.8756 0.8756 0.8756 0.8742
S1 0.8648 0.8648 0.8687 0.8622
S2 0.8595 0.8595 0.8672
S3 0.8434 0.8487 0.8658
S4 0.8273 0.8326 0.8613
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8863 0.8687 0.0176 2.0% 0.0073 0.8% 40% False False 145
10 0.8876 0.8687 0.0189 2.2% 0.0052 0.6% 38% False False 111
20 0.8876 0.8687 0.0189 2.2% 0.0042 0.5% 38% False False 72
40 0.8961 0.8687 0.0274 3.1% 0.0041 0.5% 26% False False 58
60 0.9120 0.8687 0.0433 4.9% 0.0036 0.4% 16% False False 47
80 0.9161 0.8687 0.0474 5.4% 0.0028 0.3% 15% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8954
2.618 0.8882
1.618 0.8838
1.000 0.8811
0.618 0.8794
HIGH 0.8767
0.618 0.8750
0.500 0.8745
0.382 0.8740
LOW 0.8723
0.618 0.8696
1.000 0.8679
1.618 0.8652
2.618 0.8608
4.250 0.8536
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 0.8754 0.8753
PP 0.8749 0.8747
S1 0.8745 0.8742

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

View Archives - Comment on this page... - Back to Index of Symbols