CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 0.7993 0.7981 -0.0012 -0.2% 0.7805
High 0.8008 0.8049 0.0041 0.5% 0.8024
Low 0.7965 0.7971 0.0006 0.1% 0.7781
Close 0.7980 0.8006 0.0026 0.3% 0.7941
Range 0.0043 0.0078 0.0035 81.4% 0.0243
ATR 0.0088 0.0087 -0.0001 -0.8% 0.0000
Volume 59,342 78,795 19,453 32.8% 403,307
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8243 0.8202 0.8049
R3 0.8165 0.8124 0.8027
R2 0.8087 0.8087 0.8020
R1 0.8046 0.8046 0.8013 0.8067
PP 0.8009 0.8009 0.8009 0.8019
S1 0.7968 0.7968 0.7999 0.7989
S2 0.7931 0.7931 0.7992
S3 0.7853 0.7890 0.7985
S4 0.7775 0.7812 0.7963
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8644 0.8536 0.8075
R3 0.8401 0.8293 0.8008
R2 0.8158 0.8158 0.7986
R1 0.8050 0.8050 0.7963 0.8104
PP 0.7915 0.7915 0.7915 0.7943
S1 0.7807 0.7807 0.7919 0.7861
S2 0.7672 0.7672 0.7896
S3 0.7429 0.7564 0.7874
S4 0.7186 0.7321 0.7807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8049 0.7850 0.0199 2.5% 0.0077 1.0% 78% True False 68,997
10 0.8049 0.7781 0.0268 3.3% 0.0096 1.2% 84% True False 75,581
20 0.8049 0.7781 0.0268 3.3% 0.0083 1.0% 84% True False 47,476
40 0.8076 0.7781 0.0295 3.7% 0.0089 1.1% 76% False False 24,142
60 0.8613 0.7781 0.0832 10.4% 0.0083 1.0% 27% False False 16,244
80 0.8796 0.7781 0.1015 12.7% 0.0074 0.9% 22% False False 12,281
100 0.8876 0.7781 0.1095 13.7% 0.0066 0.8% 21% False False 9,834
120 0.8961 0.7781 0.1180 14.7% 0.0062 0.8% 19% False False 8,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8381
2.618 0.8253
1.618 0.8175
1.000 0.8127
0.618 0.8097
HIGH 0.8049
0.618 0.8019
0.500 0.8010
0.382 0.8001
LOW 0.7971
0.618 0.7923
1.000 0.7893
1.618 0.7845
2.618 0.7767
4.250 0.7640
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 0.8010 0.8006
PP 0.8009 0.8005
S1 0.8007 0.8005

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

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