CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 0.8275 0.8315 0.0040 0.5% 0.8200
High 0.8329 0.8365 0.0036 0.4% 0.8357
Low 0.8275 0.8308 0.0033 0.4% 0.8198
Close 0.8320 0.8338 0.0018 0.2% 0.8253
Range 0.0054 0.0057 0.0003 5.6% 0.0159
ATR 0.0074 0.0073 -0.0001 -1.6% 0.0000
Volume 139 235 96 69.1% 1,381
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 0.8508 0.8480 0.8369
R3 0.8451 0.8423 0.8354
R2 0.8394 0.8394 0.8348
R1 0.8366 0.8366 0.8343 0.8380
PP 0.8337 0.8337 0.8337 0.8344
S1 0.8309 0.8309 0.8333 0.8323
S2 0.8280 0.8280 0.8328
S3 0.8223 0.8252 0.8322
S4 0.8166 0.8195 0.8307
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8746 0.8659 0.8340
R3 0.8587 0.8500 0.8297
R2 0.8428 0.8428 0.8282
R1 0.8341 0.8341 0.8268 0.8385
PP 0.8269 0.8269 0.8269 0.8291
S1 0.8182 0.8182 0.8238 0.8226
S2 0.8110 0.8110 0.8224
S3 0.7951 0.8023 0.8209
S4 0.7792 0.7864 0.8166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8365 0.8209 0.0156 1.9% 0.0059 0.7% 83% True False 305
10 0.8365 0.8185 0.0180 2.2% 0.0069 0.8% 85% True False 260
20 0.8365 0.8107 0.0258 3.1% 0.0071 0.9% 90% True False 358
40 0.8365 0.7809 0.0556 6.7% 0.0074 0.9% 95% True False 306
60 0.8365 0.7777 0.0588 7.1% 0.0071 0.8% 95% True False 271
80 0.8365 0.7777 0.0588 7.1% 0.0070 0.8% 95% True False 224
100 0.8581 0.7777 0.0804 9.6% 0.0062 0.7% 70% False False 183
120 0.8843 0.7777 0.1066 12.8% 0.0055 0.7% 53% False False 161
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8607
2.618 0.8514
1.618 0.8457
1.000 0.8422
0.618 0.8400
HIGH 0.8365
0.618 0.8343
0.500 0.8337
0.382 0.8330
LOW 0.8308
0.618 0.8273
1.000 0.8251
1.618 0.8216
2.618 0.8159
4.250 0.8066
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 0.8338 0.8323
PP 0.8337 0.8309
S1 0.8337 0.8294

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

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