CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 0.8166 0.8160 -0.0006 -0.1% 0.7939
High 0.8192 0.8170 -0.0022 -0.3% 0.8252
Low 0.8147 0.8112 -0.0035 -0.4% 0.7895
Close 0.8160 0.8121 -0.0039 -0.5% 0.8153
Range 0.0045 0.0058 0.0013 28.9% 0.0357
ATR 0.0081 0.0080 -0.0002 -2.1% 0.0000
Volume 673 178 -495 -73.6% 2,454
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8308 0.8273 0.8153
R3 0.8250 0.8215 0.8137
R2 0.8192 0.8192 0.8132
R1 0.8157 0.8157 0.8126 0.8146
PP 0.8134 0.8134 0.8134 0.8129
S1 0.8099 0.8099 0.8116 0.8088
S2 0.8076 0.8076 0.8110
S3 0.8018 0.8041 0.8105
S4 0.7960 0.7983 0.8089
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.9171 0.9019 0.8349
R3 0.8814 0.8662 0.8251
R2 0.8457 0.8457 0.8218
R1 0.8305 0.8305 0.8186 0.8381
PP 0.8100 0.8100 0.8100 0.8138
S1 0.7948 0.7948 0.8120 0.8024
S2 0.7743 0.7743 0.8088
S3 0.7386 0.7591 0.8055
S4 0.7029 0.7234 0.7957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8252 0.7947 0.0305 3.8% 0.0101 1.2% 57% False False 575
10 0.8252 0.7880 0.0372 4.6% 0.0089 1.1% 65% False False 462
20 0.8252 0.7809 0.0443 5.5% 0.0075 0.9% 70% False False 355
40 0.8252 0.7777 0.0475 5.8% 0.0073 0.9% 72% False False 285
60 0.8252 0.7777 0.0475 5.8% 0.0069 0.9% 72% False False 219
80 0.8581 0.7777 0.0804 9.9% 0.0063 0.8% 43% False False 173
100 0.8843 0.7777 0.1066 13.1% 0.0055 0.7% 32% False False 146
120 0.8911 0.7777 0.1134 14.0% 0.0047 0.6% 30% False False 127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8417
2.618 0.8322
1.618 0.8264
1.000 0.8228
0.618 0.8206
HIGH 0.8170
0.618 0.8148
0.500 0.8141
0.382 0.8134
LOW 0.8112
0.618 0.8076
1.000 0.8054
1.618 0.8018
2.618 0.7960
4.250 0.7866
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 0.8141 0.8182
PP 0.8134 0.8162
S1 0.8128 0.8141

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

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