CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 15-Apr-2015
Day Change Summary
Previous Current
14-Apr-2015 15-Apr-2015 Change Change % Previous Week
Open 0.7986 0.8006 0.0020 0.3% 0.8001
High 0.7986 0.8112 0.0126 1.6% 0.8038
Low 0.7986 0.8001 0.0015 0.2% 0.7916
Close 0.7986 0.8104 0.0118 1.5% 0.7924
Range 0.0000 0.0111 0.0111 0.0122
ATR 0.0051 0.0056 0.0005 10.6% 0.0000
Volume 3 3 0 0.0% 122
Daily Pivots for day following 15-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8405 0.8366 0.8165
R3 0.8294 0.8255 0.8135
R2 0.8183 0.8183 0.8124
R1 0.8144 0.8144 0.8114 0.8164
PP 0.8072 0.8072 0.8072 0.8082
S1 0.8033 0.8033 0.8094 0.8053
S2 0.7961 0.7961 0.8084
S3 0.7850 0.7922 0.8073
S4 0.7739 0.7811 0.8043
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8325 0.8247 0.7991
R3 0.8203 0.8125 0.7958
R2 0.8081 0.8081 0.7946
R1 0.8003 0.8003 0.7935 0.7981
PP 0.7959 0.7959 0.7959 0.7949
S1 0.7881 0.7881 0.7913 0.7859
S2 0.7837 0.7837 0.7902
S3 0.7715 0.7759 0.7890
S4 0.7593 0.7637 0.7857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8112 0.7916 0.0196 2.4% 0.0026 0.3% 96% True False 21
10 0.8112 0.7907 0.0205 2.5% 0.0033 0.4% 96% True False 17
20 0.8112 0.7810 0.0302 3.7% 0.0038 0.5% 97% True False 26
40 0.8112 0.7780 0.0332 4.1% 0.0037 0.5% 98% True False 35
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 0.0002
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8584
2.618 0.8403
1.618 0.8292
1.000 0.8223
0.618 0.8181
HIGH 0.8112
0.618 0.8070
0.500 0.8057
0.382 0.8043
LOW 0.8001
0.618 0.7932
1.000 0.7890
1.618 0.7821
2.618 0.7710
4.250 0.7529
Fisher Pivots for day following 15-Apr-2015
Pivot 1 day 3 day
R1 0.8088 0.8074
PP 0.8072 0.8044
S1 0.8057 0.8015

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.