CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 0.8730 0.8700 -0.0030 -0.3% 0.8688
High 0.8730 0.8700 -0.0030 -0.3% 0.8796
Low 0.8676 0.8670 -0.0006 -0.1% 0.8676
Close 0.8706 0.8677 -0.0029 -0.3% 0.8706
Range 0.0054 0.0030 -0.0024 -44.4% 0.0120
ATR 0.0057 0.0056 -0.0002 -2.7% 0.0000
Volume 124 101 -23 -18.5% 1,003
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8772 0.8755 0.8694
R3 0.8742 0.8725 0.8685
R2 0.8712 0.8712 0.8683
R1 0.8695 0.8695 0.8680 0.8689
PP 0.8682 0.8682 0.8682 0.8679
S1 0.8665 0.8665 0.8674 0.8659
S2 0.8652 0.8652 0.8672
S3 0.8622 0.8635 0.8669
S4 0.8592 0.8605 0.8661
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9086 0.9016 0.8772
R3 0.8966 0.8896 0.8739
R2 0.8846 0.8846 0.8728
R1 0.8776 0.8776 0.8717 0.8811
PP 0.8726 0.8726 0.8726 0.8744
S1 0.8656 0.8656 0.8695 0.8691
S2 0.8606 0.8606 0.8684
S3 0.8486 0.8536 0.8673
S4 0.8366 0.8416 0.8640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8789 0.8670 0.0119 1.4% 0.0047 0.5% 6% False True 190
10 0.8863 0.8670 0.0193 2.2% 0.0056 0.6% 4% False True 142
20 0.8876 0.8670 0.0206 2.4% 0.0040 0.5% 3% False True 83
40 0.8928 0.8670 0.0258 3.0% 0.0040 0.5% 3% False True 67
60 0.9120 0.8670 0.0450 5.2% 0.0037 0.4% 2% False True 51
80 0.9161 0.8670 0.0491 5.7% 0.0030 0.3% 1% False True 42
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 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8828
2.618 0.8779
1.618 0.8749
1.000 0.8730
0.618 0.8719
HIGH 0.8700
0.618 0.8689
0.500 0.8685
0.382 0.8681
LOW 0.8670
0.618 0.8651
1.000 0.8640
1.618 0.8621
2.618 0.8591
4.250 0.8543
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 0.8685 0.8723
PP 0.8682 0.8707
S1 0.8680 0.8692

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

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