CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 0.8015 0.8035 0.0020 0.2% 0.8124
High 0.8035 0.8044 0.0009 0.1% 0.8132
Low 0.7963 0.7970 0.0007 0.1% 0.7963
Close 0.8033 0.8023 -0.0010 -0.1% 0.8023
Range 0.0072 0.0074 0.0002 2.8% 0.0169
ATR 0.0073 0.0073 0.0000 0.1% 0.0000
Volume 1,546 4,615 3,069 198.5% 8,336
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8234 0.8203 0.8064
R3 0.8160 0.8129 0.8043
R2 0.8086 0.8086 0.8037
R1 0.8055 0.8055 0.8030 0.8034
PP 0.8012 0.8012 0.8012 0.8002
S1 0.7981 0.7981 0.8016 0.7960
S2 0.7938 0.7938 0.8009
S3 0.7864 0.7907 0.8003
S4 0.7790 0.7833 0.7982
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8546 0.8454 0.8116
R3 0.8377 0.8285 0.8069
R2 0.8208 0.8208 0.8054
R1 0.8116 0.8116 0.8038 0.8078
PP 0.8039 0.8039 0.8039 0.8020
S1 0.7947 0.7947 0.8008 0.7909
S2 0.7870 0.7870 0.7992
S3 0.7701 0.7778 0.7977
S4 0.7532 0.7609 0.7930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8198 0.7963 0.0235 2.9% 0.0083 1.0% 26% False False 1,715
10 0.8324 0.7963 0.0361 4.5% 0.0072 0.9% 17% False False 1,187
20 0.8375 0.7963 0.0412 5.1% 0.0069 0.9% 15% False False 722
40 0.8375 0.7880 0.0495 6.2% 0.0073 0.9% 29% False False 544
60 0.8375 0.7777 0.0598 7.5% 0.0073 0.9% 41% False False 437
80 0.8375 0.7777 0.0598 7.5% 0.0068 0.8% 41% False False 362
100 0.8421 0.7777 0.0644 8.0% 0.0068 0.8% 38% False False 303
120 0.8687 0.7777 0.0910 11.3% 0.0061 0.8% 27% False False 260
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8359
2.618 0.8238
1.618 0.8164
1.000 0.8118
0.618 0.8090
HIGH 0.8044
0.618 0.8016
0.500 0.8007
0.382 0.7998
LOW 0.7970
0.618 0.7924
1.000 0.7896
1.618 0.7850
2.618 0.7776
4.250 0.7656
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 0.8018 0.8018
PP 0.8012 0.8013
S1 0.8007 0.8008

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

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