CME Canadian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 0.7846 0.7738 -0.0108 -1.4% 0.7924
High 0.7853 0.7745 -0.0108 -1.4% 0.7966
Low 0.7711 0.7705 -0.0006 -0.1% 0.7817
Close 0.7729 0.7707 -0.0022 -0.3% 0.7872
Range 0.0142 0.0040 -0.0102 -71.8% 0.0149
ATR 0.0072 0.0070 -0.0002 -3.2% 0.0000
Volume 98,913 53,303 -45,610 -46.1% 375,294
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7839 0.7813 0.7729
R3 0.7799 0.7773 0.7718
R2 0.7759 0.7759 0.7714
R1 0.7733 0.7733 0.7711 0.7726
PP 0.7719 0.7719 0.7719 0.7716
S1 0.7693 0.7693 0.7703 0.7686
S2 0.7679 0.7679 0.7700
S3 0.7639 0.7653 0.7696
S4 0.7599 0.7613 0.7685
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8332 0.8251 0.7954
R3 0.8183 0.8102 0.7913
R2 0.8034 0.8034 0.7899
R1 0.7953 0.7953 0.7886 0.7919
PP 0.7885 0.7885 0.7885 0.7868
S1 0.7804 0.7804 0.7858 0.7770
S2 0.7736 0.7736 0.7845
S3 0.7587 0.7655 0.7831
S4 0.7438 0.7506 0.7790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7896 0.7705 0.0191 2.5% 0.0074 1.0% 1% False True 68,221
10 0.7967 0.7705 0.0262 3.4% 0.0069 0.9% 1% False True 72,769
20 0.8235 0.7705 0.0530 6.9% 0.0070 0.9% 0% False True 68,633
40 0.8235 0.7705 0.0530 6.9% 0.0070 0.9% 0% False True 43,237
60 0.8375 0.7705 0.0670 8.7% 0.0069 0.9% 0% False True 28,926
80 0.8375 0.7705 0.0670 8.7% 0.0071 0.9% 0% False True 21,783
100 0.8375 0.7705 0.0670 8.7% 0.0071 0.9% 0% False True 17,470
120 0.8375 0.7705 0.0670 8.7% 0.0069 0.9% 0% False True 14,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0015
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7850
1.618 0.7810
1.000 0.7785
0.618 0.7770
HIGH 0.7745
0.618 0.7730
0.500 0.7725
0.382 0.7720
LOW 0.7705
0.618 0.7680
1.000 0.7665
1.618 0.7640
2.618 0.7600
4.250 0.7535
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 0.7725 0.7782
PP 0.7719 0.7757
S1 0.7713 0.7732

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

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