CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 0.7955 0.8005 0.0050 0.6% 0.8011
High 0.8048 0.8005 -0.0043 -0.5% 0.8055
Low 0.7955 0.7923 -0.0032 -0.4% 0.7820
Close 0.8038 0.7942 -0.0096 -1.2% 0.7869
Range 0.0093 0.0082 -0.0011 -11.8% 0.0235
ATR 0.0069 0.0072 0.0003 4.8% 0.0000
Volume 139 113 -26 -18.7% 267
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8203 0.8154 0.7987
R3 0.8121 0.8072 0.7965
R2 0.8039 0.8039 0.7957
R1 0.7990 0.7990 0.7950 0.7974
PP 0.7957 0.7957 0.7957 0.7948
S1 0.7908 0.7908 0.7934 0.7892
S2 0.7875 0.7875 0.7927
S3 0.7793 0.7826 0.7919
S4 0.7711 0.7744 0.7897
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8620 0.8479 0.7998
R3 0.8385 0.8244 0.7934
R2 0.8150 0.8150 0.7912
R1 0.8009 0.8009 0.7891 0.7962
PP 0.7915 0.7915 0.7915 0.7891
S1 0.7774 0.7774 0.7847 0.7727
S2 0.7680 0.7680 0.7826
S3 0.7445 0.7539 0.7804
S4 0.7210 0.7304 0.7740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8048 0.7820 0.0228 2.9% 0.0091 1.1% 54% False False 141
10 0.8072 0.7820 0.0252 3.2% 0.0071 0.9% 48% False False 108
20 0.8421 0.7820 0.0601 7.6% 0.0065 0.8% 20% False False 67
40 0.8687 0.7820 0.0867 10.9% 0.0045 0.6% 14% False False 56
60 0.8843 0.7820 0.1023 12.9% 0.0032 0.4% 12% False False 44
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8354
2.618 0.8220
1.618 0.8138
1.000 0.8087
0.618 0.8056
HIGH 0.8005
0.618 0.7974
0.500 0.7964
0.382 0.7954
LOW 0.7923
0.618 0.7872
1.000 0.7841
1.618 0.7790
2.618 0.7708
4.250 0.7575
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 0.7964 0.7942
PP 0.7957 0.7941
S1 0.7949 0.7941

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

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