CME Canadian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 0.8110 0.8020 -0.0090 -1.1% 0.8269
High 0.8110 0.8038 -0.0072 -0.9% 0.8269
Low 0.8020 0.7986 -0.0034 -0.4% 0.8104
Close 0.8022 0.7997 -0.0025 -0.3% 0.8106
Range 0.0090 0.0052 -0.0038 -42.2% 0.0165
ATR 0.0057 0.0056 0.0000 -0.6% 0.0000
Volume 70 611 541 772.9% 117
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 0.8163 0.8132 0.8026
R3 0.8111 0.8080 0.8011
R2 0.8059 0.8059 0.8007
R1 0.8028 0.8028 0.8002 0.8018
PP 0.8007 0.8007 0.8007 0.8002
S1 0.7976 0.7976 0.7992 0.7966
S2 0.7955 0.7955 0.7987
S3 0.7903 0.7924 0.7983
S4 0.7851 0.7872 0.7968
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8655 0.8545 0.8197
R3 0.8490 0.8380 0.8151
R2 0.8325 0.8325 0.8136
R1 0.8215 0.8215 0.8121 0.8188
PP 0.8160 0.8160 0.8160 0.8146
S1 0.8050 0.8050 0.8091 0.8023
S2 0.7995 0.7995 0.8076
S3 0.7830 0.7885 0.8061
S4 0.7665 0.7720 0.8015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8181 0.7986 0.0195 2.4% 0.0051 0.6% 6% False True 146
10 0.8364 0.7986 0.0378 4.7% 0.0047 0.6% 3% False True 91
20 0.8364 0.7986 0.0378 4.7% 0.0043 0.5% 3% False True 60
40 0.8364 0.7902 0.0462 5.8% 0.0041 0.5% 21% False False 55
60 0.8364 0.7780 0.0584 7.3% 0.0042 0.5% 37% False False 50
80 0.8364 0.7780 0.0584 7.3% 0.0038 0.5% 37% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8259
2.618 0.8174
1.618 0.8122
1.000 0.8090
0.618 0.8070
HIGH 0.8038
0.618 0.8018
0.500 0.8012
0.382 0.8006
LOW 0.7986
0.618 0.7954
1.000 0.7934
1.618 0.7902
2.618 0.7850
4.250 0.7765
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 0.8012 0.8084
PP 0.8007 0.8055
S1 0.8002 0.8026

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

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