CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 0.8020 0.8007 -0.0013 -0.2% 0.7926
High 0.8033 0.8021 -0.0012 -0.1% 0.7955
Low 0.7988 0.7978 -0.0010 -0.1% 0.7814
Close 0.8013 0.7996 -0.0017 -0.2% 0.7951
Range 0.0045 0.0043 -0.0002 -4.4% 0.0141
ATR 0.0084 0.0081 -0.0003 -3.5% 0.0000
Volume 36,546 49,469 12,923 35.4% 236,999
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8127 0.8105 0.8020
R3 0.8084 0.8062 0.8008
R2 0.8041 0.8041 0.8004
R1 0.8019 0.8019 0.8000 0.8009
PP 0.7998 0.7998 0.7998 0.7993
S1 0.7976 0.7976 0.7992 0.7966
S2 0.7955 0.7955 0.7988
S3 0.7912 0.7933 0.7984
S4 0.7869 0.7890 0.7972
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8330 0.8281 0.8029
R3 0.8189 0.8140 0.7990
R2 0.8048 0.8048 0.7977
R1 0.7999 0.7999 0.7964 0.8024
PP 0.7907 0.7907 0.7907 0.7919
S1 0.7858 0.7858 0.7938 0.7883
S2 0.7766 0.7766 0.7925
S3 0.7625 0.7717 0.7912
S4 0.7484 0.7576 0.7873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8033 0.7814 0.0219 2.7% 0.0063 0.8% 83% False False 55,289
10 0.8049 0.7814 0.0235 2.9% 0.0068 0.8% 77% False False 58,985
20 0.8049 0.7781 0.0268 3.4% 0.0084 1.0% 80% False False 64,006
40 0.8076 0.7781 0.0295 3.7% 0.0079 1.0% 73% False False 33,662
60 0.8440 0.7781 0.0659 8.2% 0.0085 1.1% 33% False False 22,644
80 0.8688 0.7781 0.0907 11.3% 0.0074 0.9% 24% False False 17,094
100 0.8876 0.7781 0.1095 13.7% 0.0068 0.8% 20% False False 13,692
120 0.8928 0.7781 0.1147 14.3% 0.0063 0.8% 19% False False 11,419
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 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8204
2.618 0.8134
1.618 0.8091
1.000 0.8064
0.618 0.8048
HIGH 0.8021
0.618 0.8005
0.500 0.8000
0.382 0.7994
LOW 0.7978
0.618 0.7951
1.000 0.7935
1.618 0.7908
2.618 0.7865
4.250 0.7795
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 0.8000 0.7985
PP 0.7998 0.7974
S1 0.7997 0.7964

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

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