CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 0.8109 0.8098 -0.0011 -0.1% 0.8106
High 0.8113 0.8136 0.0023 0.3% 0.8235
Low 0.8065 0.8039 -0.0026 -0.3% 0.8077
Close 0.8095 0.8060 -0.0035 -0.4% 0.8145
Range 0.0048 0.0097 0.0049 102.1% 0.0158
ATR 0.0068 0.0070 0.0002 3.0% 0.0000
Volume 62,612 66,686 4,074 6.5% 284,792
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8369 0.8312 0.8113
R3 0.8272 0.8215 0.8087
R2 0.8175 0.8175 0.8078
R1 0.8118 0.8118 0.8069 0.8098
PP 0.8078 0.8078 0.8078 0.8069
S1 0.8021 0.8021 0.8051 0.8001
S2 0.7981 0.7981 0.8042
S3 0.7884 0.7924 0.8033
S4 0.7787 0.7827 0.8007
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8626 0.8544 0.8232
R3 0.8468 0.8386 0.8188
R2 0.8310 0.8310 0.8174
R1 0.8228 0.8228 0.8159 0.8269
PP 0.8152 0.8152 0.8152 0.8173
S1 0.8070 0.8070 0.8131 0.8111
S2 0.7994 0.7994 0.8116
S3 0.7836 0.7912 0.8102
S4 0.7678 0.7754 0.8058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8235 0.8039 0.0196 2.4% 0.0071 0.9% 11% False True 61,277
10 0.8235 0.8039 0.0196 2.4% 0.0063 0.8% 11% False True 56,460
20 0.8235 0.7946 0.0289 3.6% 0.0070 0.9% 39% False False 32,943
40 0.8375 0.7946 0.0429 5.3% 0.0070 0.9% 27% False False 16,692
60 0.8375 0.7857 0.0518 6.4% 0.0072 0.9% 39% False False 11,250
80 0.8375 0.7777 0.0598 7.4% 0.0073 0.9% 47% False False 8,499
100 0.8375 0.7777 0.0598 7.4% 0.0069 0.9% 47% False False 6,819
120 0.8460 0.7777 0.0683 8.5% 0.0067 0.8% 41% False False 5,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8548
2.618 0.8390
1.618 0.8293
1.000 0.8233
0.618 0.8196
HIGH 0.8136
0.618 0.8099
0.500 0.8088
0.382 0.8076
LOW 0.8039
0.618 0.7979
1.000 0.7942
1.618 0.7882
2.618 0.7785
4.250 0.7627
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 0.8088 0.8106
PP 0.8078 0.8091
S1 0.8069 0.8075

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

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