CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 0.7897 0.7858 -0.0039 -0.5% 0.8087
High 0.7899 0.7873 -0.0026 -0.3% 0.8118
Low 0.7817 0.7825 0.0008 0.1% 0.7905
Close 0.7851 0.7841 -0.0010 -0.1% 0.7953
Range 0.0082 0.0048 -0.0034 -41.5% 0.0213
ATR 0.0071 0.0069 -0.0002 -2.3% 0.0000
Volume 76,925 78,041 1,116 1.5% 321,767
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7990 0.7964 0.7867
R3 0.7942 0.7916 0.7854
R2 0.7894 0.7894 0.7850
R1 0.7868 0.7868 0.7845 0.7857
PP 0.7846 0.7846 0.7846 0.7841
S1 0.7820 0.7820 0.7837 0.7809
S2 0.7798 0.7798 0.7832
S3 0.7750 0.7772 0.7828
S4 0.7702 0.7724 0.7815
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 0.8001 0.7817 0.0184 2.3% 0.0068 0.9% 13% False False 78,665
10 0.8136 0.7817 0.0319 4.1% 0.0071 0.9% 8% False False 72,794
20 0.8235 0.7817 0.0418 5.3% 0.0067 0.9% 6% False False 62,965
40 0.8375 0.7817 0.0558 7.1% 0.0069 0.9% 4% False False 33,162
60 0.8375 0.7817 0.0558 7.1% 0.0072 0.9% 4% False False 22,226
80 0.8375 0.7777 0.0598 7.6% 0.0073 0.9% 11% False False 16,731
100 0.8375 0.7777 0.0598 7.6% 0.0070 0.9% 11% False False 13,426
120 0.8375 0.7777 0.0598 7.6% 0.0069 0.9% 11% False False 11,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8077
2.618 0.7999
1.618 0.7951
1.000 0.7921
0.618 0.7903
HIGH 0.7873
0.618 0.7855
0.500 0.7849
0.382 0.7843
LOW 0.7825
0.618 0.7795
1.000 0.7777
1.618 0.7747
2.618 0.7699
4.250 0.7621
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 0.7849 0.7892
PP 0.7846 0.7875
S1 0.7844 0.7858

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

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