CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 0.7879 0.7914 0.0035 0.4% 0.7964
High 0.7944 0.7955 0.0011 0.1% 0.8049
Low 0.7860 0.7894 0.0034 0.4% 0.7916
Close 0.7916 0.7951 0.0035 0.4% 0.7930
Range 0.0084 0.0061 -0.0023 -27.4% 0.0133
ATR 0.0086 0.0084 -0.0002 -2.1% 0.0000
Volume 59,634 51,768 -7,866 -13.2% 321,527
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8116 0.8095 0.7985
R3 0.8055 0.8034 0.7968
R2 0.7994 0.7994 0.7962
R1 0.7973 0.7973 0.7957 0.7984
PP 0.7933 0.7933 0.7933 0.7939
S1 0.7912 0.7912 0.7945 0.7923
S2 0.7872 0.7872 0.7940
S3 0.7811 0.7851 0.7934
S4 0.7750 0.7790 0.7917
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8364 0.8280 0.8003
R3 0.8231 0.8147 0.7967
R2 0.8098 0.8098 0.7954
R1 0.8014 0.8014 0.7942 0.7990
PP 0.7965 0.7965 0.7965 0.7953
S1 0.7881 0.7881 0.7918 0.7857
S2 0.7832 0.7832 0.7906
S3 0.7699 0.7748 0.7893
S4 0.7566 0.7615 0.7857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8012 0.7814 0.0198 2.5% 0.0078 1.0% 69% False False 60,041
10 0.8049 0.7814 0.0235 3.0% 0.0078 1.0% 58% False False 64,519
20 0.8049 0.7781 0.0268 3.4% 0.0086 1.1% 63% False False 61,687
40 0.8076 0.7781 0.0295 3.7% 0.0082 1.0% 58% False False 31,549
60 0.8443 0.7781 0.0662 8.3% 0.0084 1.1% 26% False False 21,217
80 0.8724 0.7781 0.0943 11.9% 0.0075 0.9% 18% False False 16,021
100 0.8876 0.7781 0.1095 13.8% 0.0068 0.9% 16% False False 12,833
120 0.8928 0.7781 0.1147 14.4% 0.0063 0.8% 15% False False 10,703
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8214
2.618 0.8115
1.618 0.8054
1.000 0.8016
0.618 0.7993
HIGH 0.7955
0.618 0.7932
0.500 0.7925
0.382 0.7917
LOW 0.7894
0.618 0.7856
1.000 0.7833
1.618 0.7795
2.618 0.7734
4.250 0.7635
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 0.7942 0.7929
PP 0.7933 0.7907
S1 0.7925 0.7885

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

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