CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 0.7924 0.7897 -0.0027 -0.3% 0.8087
High 0.7966 0.7899 -0.0067 -0.8% 0.8118
Low 0.7888 0.7817 -0.0071 -0.9% 0.7905
Close 0.7894 0.7851 -0.0043 -0.5% 0.7953
Range 0.0078 0.0082 0.0004 5.1% 0.0213
ATR 0.0070 0.0071 0.0001 1.2% 0.0000
Volume 88,219 76,925 -11,294 -12.8% 321,767
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8102 0.8058 0.7896
R3 0.8020 0.7976 0.7874
R2 0.7938 0.7938 0.7866
R1 0.7894 0.7894 0.7859 0.7875
PP 0.7856 0.7856 0.7856 0.7846
S1 0.7812 0.7812 0.7843 0.7793
S2 0.7774 0.7774 0.7836
S3 0.7692 0.7730 0.7828
S4 0.7610 0.7648 0.7806
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8631 0.8505 0.8070
R3 0.8418 0.8292 0.8012
R2 0.8205 0.8205 0.7992
R1 0.8079 0.8079 0.7973 0.8036
PP 0.7992 0.7992 0.7992 0.7970
S1 0.7866 0.7866 0.7933 0.7823
S2 0.7779 0.7779 0.7914
S3 0.7566 0.7653 0.7894
S4 0.7353 0.7440 0.7836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8080 0.7817 0.0263 3.3% 0.0077 1.0% 13% False True 82,429
10 0.8136 0.7817 0.0319 4.1% 0.0071 0.9% 11% False True 71,251
20 0.8235 0.7817 0.0418 5.3% 0.0069 0.9% 8% False True 60,037
40 0.8375 0.7817 0.0558 7.1% 0.0069 0.9% 6% False True 31,220
60 0.8375 0.7817 0.0558 7.1% 0.0072 0.9% 6% False True 20,930
80 0.8375 0.7777 0.0598 7.6% 0.0073 0.9% 12% False False 15,758
100 0.8375 0.7777 0.0598 7.6% 0.0070 0.9% 12% False False 12,645
120 0.8383 0.7777 0.0606 7.7% 0.0070 0.9% 12% False False 10,550
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8248
2.618 0.8114
1.618 0.8032
1.000 0.7981
0.618 0.7950
HIGH 0.7899
0.618 0.7868
0.500 0.7858
0.382 0.7848
LOW 0.7817
0.618 0.7766
1.000 0.7735
1.618 0.7684
2.618 0.7602
4.250 0.7469
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 0.7858 0.7892
PP 0.7856 0.7878
S1 0.7853 0.7865

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

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