CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 0.7931 0.7939 0.0008 0.1% 0.7990
High 0.7955 0.7943 -0.0012 -0.2% 0.8055
Low 0.7880 0.7895 0.0015 0.2% 0.7880
Close 0.7929 0.7923 -0.0006 -0.1% 0.7929
Range 0.0075 0.0048 -0.0027 -36.0% 0.0175
ATR 0.0072 0.0070 -0.0002 -2.4% 0.0000
Volume 251 267 16 6.4% 1,667
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8064 0.8042 0.7949
R3 0.8016 0.7994 0.7936
R2 0.7968 0.7968 0.7932
R1 0.7946 0.7946 0.7927 0.7933
PP 0.7920 0.7920 0.7920 0.7914
S1 0.7898 0.7898 0.7919 0.7885
S2 0.7872 0.7872 0.7914
S3 0.7824 0.7850 0.7910
S4 0.7776 0.7802 0.7897
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8480 0.8379 0.8025
R3 0.8305 0.8204 0.7977
R2 0.8130 0.8130 0.7961
R1 0.8029 0.8029 0.7945 0.7992
PP 0.7955 0.7955 0.7955 0.7936
S1 0.7854 0.7854 0.7913 0.7817
S2 0.7780 0.7780 0.7897
S3 0.7605 0.7679 0.7881
S4 0.7430 0.7504 0.7833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8055 0.7880 0.0175 2.2% 0.0065 0.8% 25% False False 349
10 0.8055 0.7809 0.0246 3.1% 0.0065 0.8% 46% False False 301
20 0.8055 0.7777 0.0278 3.5% 0.0076 1.0% 53% False False 244
40 0.8075 0.7777 0.0298 3.8% 0.0066 0.8% 49% False False 224
60 0.8315 0.7777 0.0538 6.8% 0.0066 0.8% 27% False False 174
80 0.8586 0.7777 0.0809 10.2% 0.0058 0.7% 18% False False 138
100 0.8843 0.7777 0.1066 13.5% 0.0049 0.6% 14% False False 118
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8147
2.618 0.8069
1.618 0.8021
1.000 0.7991
0.618 0.7973
HIGH 0.7943
0.618 0.7925
0.500 0.7919
0.382 0.7913
LOW 0.7895
0.618 0.7865
1.000 0.7847
1.618 0.7817
2.618 0.7769
4.250 0.7691
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 0.7922 0.7926
PP 0.7920 0.7925
S1 0.7919 0.7924

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

View Archives - Comment on this page... - Back to Index of Symbols