CME Canadian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 0.8192 0.8124 -0.0068 -0.8% 0.8319
High 0.8211 0.8143 -0.0068 -0.8% 0.8321
Low 0.8112 0.8030 -0.0082 -1.0% 0.8112
Close 0.8126 0.8041 -0.0085 -1.0% 0.8126
Range 0.0099 0.0113 0.0014 14.1% 0.0209
ATR 0.0079 0.0081 0.0002 3.1% 0.0000
Volume 51,795 72,469 20,674 39.9% 253,506
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 0.8410 0.8339 0.8103
R3 0.8297 0.8226 0.8072
R2 0.8184 0.8184 0.8062
R1 0.8113 0.8113 0.8051 0.8092
PP 0.8071 0.8071 0.8071 0.8061
S1 0.8000 0.8000 0.8031 0.7979
S2 0.7958 0.7958 0.8020
S3 0.7845 0.7887 0.8010
S4 0.7732 0.7774 0.7979
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8813 0.8679 0.8241
R3 0.8604 0.8470 0.8183
R2 0.8395 0.8395 0.8164
R1 0.8261 0.8261 0.8145 0.8224
PP 0.8186 0.8186 0.8186 0.8168
S1 0.8052 0.8052 0.8107 0.8015
S2 0.7977 0.7977 0.8088
S3 0.7768 0.7843 0.8069
S4 0.7559 0.7634 0.8011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8241 0.8030 0.0211 2.6% 0.0080 1.0% 5% False True 55,793
10 0.8386 0.8030 0.0356 4.4% 0.0079 1.0% 3% False True 55,122
20 0.8386 0.8030 0.0356 4.4% 0.0080 1.0% 3% False True 57,503
40 0.8386 0.7814 0.0572 7.1% 0.0080 1.0% 40% False False 60,778
60 0.8386 0.7781 0.0605 7.5% 0.0082 1.0% 43% False False 57,381
80 0.8386 0.7781 0.0605 7.5% 0.0084 1.1% 43% False False 43,248
100 0.8613 0.7781 0.0832 10.3% 0.0082 1.0% 31% False False 34,689
120 0.8789 0.7781 0.1008 12.5% 0.0076 0.9% 26% False False 28,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8623
2.618 0.8439
1.618 0.8326
1.000 0.8256
0.618 0.8213
HIGH 0.8143
0.618 0.8100
0.500 0.8087
0.382 0.8073
LOW 0.8030
0.618 0.7960
1.000 0.7917
1.618 0.7847
2.618 0.7734
4.250 0.7550
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 0.8087 0.8122
PP 0.8071 0.8095
S1 0.8056 0.8068

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.