CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-Apr-2015
Day Change Summary
Previous Current
13-Apr-2015 14-Apr-2015 Change Change % Previous Week
Open 0.7939 0.7923 -0.0016 -0.2% 0.7990
High 0.7943 0.8020 0.0077 1.0% 0.8055
Low 0.7895 0.7922 0.0027 0.3% 0.7880
Close 0.7923 0.7992 0.0069 0.9% 0.7929
Range 0.0048 0.0098 0.0050 104.2% 0.0175
ATR 0.0070 0.0072 0.0002 2.8% 0.0000
Volume 267 163 -104 -39.0% 1,667
Daily Pivots for day following 14-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8272 0.8230 0.8046
R3 0.8174 0.8132 0.8019
R2 0.8076 0.8076 0.8010
R1 0.8034 0.8034 0.8001 0.8055
PP 0.7978 0.7978 0.7978 0.7989
S1 0.7936 0.7936 0.7983 0.7957
S2 0.7880 0.7880 0.7974
S3 0.7782 0.7838 0.7965
S4 0.7684 0.7740 0.7938
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% 0.0077 1.0% 64% False False 350
10 0.8055 0.7857 0.0198 2.5% 0.0067 0.8% 68% False False 285
20 0.8055 0.7777 0.0278 3.5% 0.0081 1.0% 77% False False 247
40 0.8055 0.7777 0.0278 3.5% 0.0066 0.8% 77% False False 226
60 0.8281 0.7777 0.0504 6.3% 0.0067 0.8% 43% False False 177
80 0.8586 0.7777 0.0809 10.1% 0.0058 0.7% 27% False False 139
100 0.8843 0.7777 0.1066 13.3% 0.0050 0.6% 20% False False 119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8437
2.618 0.8277
1.618 0.8179
1.000 0.8118
0.618 0.8081
HIGH 0.8020
0.618 0.7983
0.500 0.7971
0.382 0.7959
LOW 0.7922
0.618 0.7861
1.000 0.7824
1.618 0.7763
2.618 0.7665
4.250 0.7506
Fisher Pivots for day following 14-Apr-2015
Pivot 1 day 3 day
R1 0.7985 0.7978
PP 0.7978 0.7964
S1 0.7971 0.7950

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

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