CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 0.8563 0.8440 -0.0123 -1.4% 0.8564
High 0.8563 0.8481 -0.0082 -1.0% 0.8613
Low 0.8460 0.8434 -0.0026 -0.3% 0.8460
Close 0.8479 0.8472 -0.0007 -0.1% 0.8479
Range 0.0103 0.0047 -0.0056 -54.4% 0.0153
ATR 0.0051 0.0051 0.0000 -0.6% 0.0000
Volume 366 694 328 89.6% 555
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8603 0.8585 0.8498
R3 0.8556 0.8538 0.8485
R2 0.8509 0.8509 0.8481
R1 0.8491 0.8491 0.8476 0.8500
PP 0.8462 0.8462 0.8462 0.8467
S1 0.8444 0.8444 0.8468 0.8453
S2 0.8415 0.8415 0.8463
S3 0.8368 0.8397 0.8459
S4 0.8321 0.8350 0.8446
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8976 0.8881 0.8563
R3 0.8823 0.8728 0.8521
R2 0.8670 0.8670 0.8507
R1 0.8575 0.8575 0.8493 0.8546
PP 0.8517 0.8517 0.8517 0.8503
S1 0.8422 0.8422 0.8465 0.8393
S2 0.8364 0.8364 0.8451
S3 0.8211 0.8269 0.8437
S4 0.8058 0.8116 0.8395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8613 0.8434 0.0179 2.1% 0.0050 0.6% 21% False True 249
10 0.8613 0.8434 0.0179 2.1% 0.0043 0.5% 21% False True 201
20 0.8730 0.8434 0.0296 3.5% 0.0045 0.5% 13% False True 408
40 0.8876 0.8434 0.0442 5.2% 0.0043 0.5% 9% False True 243
60 0.8961 0.8434 0.0527 6.2% 0.0042 0.5% 7% False True 178
80 0.9120 0.8434 0.0686 8.1% 0.0038 0.5% 6% False True 139
100 0.9161 0.8434 0.0727 8.6% 0.0032 0.4% 5% False True 113
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8681
2.618 0.8604
1.618 0.8557
1.000 0.8528
0.618 0.8510
HIGH 0.8481
0.618 0.8463
0.500 0.8458
0.382 0.8452
LOW 0.8434
0.618 0.8405
1.000 0.8387
1.618 0.8358
2.618 0.8311
4.250 0.8234
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 0.8467 0.8524
PP 0.8462 0.8506
S1 0.8458 0.8489

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

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