CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 0.8567 0.8569 0.0002 0.0% 0.8593
High 0.8587 0.8587 0.0000 0.0% 0.8608
Low 0.8541 0.8557 0.0016 0.2% 0.8536
Close 0.8575 0.8571 -0.0004 0.0% 0.8584
Range 0.0046 0.0030 -0.0016 -34.8% 0.0072
ATR 0.0054 0.0052 -0.0002 -3.2% 0.0000
Volume 184 204 20 10.9% 4,473
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8662 0.8646 0.8588
R3 0.8632 0.8616 0.8579
R2 0.8602 0.8602 0.8577
R1 0.8586 0.8586 0.8574 0.8594
PP 0.8572 0.8572 0.8572 0.8576
S1 0.8556 0.8556 0.8568 0.8564
S2 0.8542 0.8542 0.8566
S3 0.8512 0.8526 0.8563
S4 0.8482 0.8496 0.8555
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8792 0.8760 0.8624
R3 0.8720 0.8688 0.8604
R2 0.8648 0.8648 0.8597
R1 0.8616 0.8616 0.8591 0.8596
PP 0.8576 0.8576 0.8576 0.8566
S1 0.8544 0.8544 0.8577 0.8524
S2 0.8504 0.8504 0.8571
S3 0.8432 0.8472 0.8564
S4 0.8360 0.8400 0.8544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8541 0.0067 0.8% 0.0044 0.5% 45% False False 907
10 0.8661 0.8536 0.0125 1.5% 0.0045 0.5% 28% False False 641
20 0.8863 0.8536 0.0327 3.8% 0.0052 0.6% 11% False False 387
40 0.8928 0.8536 0.0392 4.6% 0.0043 0.5% 9% False False 218
60 0.8966 0.8536 0.0430 5.0% 0.0043 0.5% 8% False False 159
80 0.9129 0.8536 0.0593 6.9% 0.0036 0.4% 6% False False 123
100 0.9161 0.8536 0.0625 7.3% 0.0030 0.3% 6% False False 100
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8715
2.618 0.8666
1.618 0.8636
1.000 0.8617
0.618 0.8606
HIGH 0.8587
0.618 0.8576
0.500 0.8572
0.382 0.8568
LOW 0.8557
0.618 0.8538
1.000 0.8527
1.618 0.8508
2.618 0.8478
4.250 0.8430
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 0.8572 0.8572
PP 0.8572 0.8571
S1 0.8571 0.8571

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

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