CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 0.8091 0.8064 -0.0027 -0.3% 0.8320
High 0.8095 0.8070 -0.0025 -0.3% 0.8340
Low 0.8039 0.8015 -0.0024 -0.3% 0.8015
Close 0.8070 0.8032 -0.0038 -0.5% 0.8032
Range 0.0056 0.0055 -0.0001 -1.8% 0.0325
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 2,273 404 -1,869 -82.2% 3,847
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8204 0.8173 0.8062
R3 0.8149 0.8118 0.8047
R2 0.8094 0.8094 0.8042
R1 0.8063 0.8063 0.8037 0.8051
PP 0.8039 0.8039 0.8039 0.8033
S1 0.8008 0.8008 0.8027 0.7996
S2 0.7984 0.7984 0.8022
S3 0.7929 0.7953 0.8017
S4 0.7874 0.7898 0.8002
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.9104 0.8893 0.8211
R3 0.8779 0.8568 0.8121
R2 0.8454 0.8454 0.8092
R1 0.8243 0.8243 0.8062 0.8186
PP 0.8129 0.8129 0.8129 0.8101
S1 0.7918 0.7918 0.8002 0.7861
S2 0.7804 0.7804 0.7972
S3 0.7479 0.7593 0.7943
S4 0.7154 0.7268 0.7853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8340 0.8015 0.0325 4.0% 0.0100 1.2% 5% False True 863
10 0.8440 0.8015 0.0425 5.3% 0.0087 1.1% 4% False True 572
20 0.8613 0.8015 0.0598 7.4% 0.0064 0.8% 3% False True 412
40 0.8863 0.8015 0.0848 10.6% 0.0058 0.7% 2% False True 395
60 0.8928 0.8015 0.0913 11.4% 0.0050 0.6% 2% False True 279
80 0.8966 0.8015 0.0951 11.8% 0.0048 0.6% 2% False True 220
100 0.9129 0.8015 0.1114 13.9% 0.0041 0.5% 2% False True 179
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8304
2.618 0.8214
1.618 0.8159
1.000 0.8125
0.618 0.8104
HIGH 0.8070
0.618 0.8049
0.500 0.8043
0.382 0.8036
LOW 0.8015
0.618 0.7981
1.000 0.7960
1.618 0.7926
2.618 0.7871
4.250 0.7781
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 0.8043 0.8145
PP 0.8039 0.8107
S1 0.8036 0.8070

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

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